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Online sparse linear regression is an online problem where an algorithm repeatedly chooses a subset of coordinates to observe in an adversarially chosen feature vector, makes a real-valued prediction, receives the true label, and incurs the…
Matrix completion, where we wish to recover a low rank matrix by observing a few entries from it, is a widely studied problem in both theory and practice with wide applications. Most of the provable algorithms so far on this problem have…
Two-sample hypothesis testing for network comparison presents many significant challenges, including: leveraging repeated network observations and known node registration, but without requiring them to operate; relaxing strong structural…
We study the problem of system identification and adaptive control in partially observable linear dynamical systems. Adaptive and closed-loop system identification is a challenging problem due to correlations introduced in data collection.…
Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…
This paper studies linear stochastic approximation (SA) algorithms and their application to multi-agent systems in engineering and sociology. As main contribution, we provide necessary and sufficient conditions for convergence of linear SA…
In recent years, the notion of local robustness (or robustness for short) has emerged as a desirable property of deep neural networks. Intuitively, robustness means that small perturbations to an input do not cause the network to perform…
This technical report considers worst-case robustness analysis of a network of locally controlled uncertain systems with uncertain parameter vectors belonging to the ellipsoid sets found by identification procedures. In order to deal with…
Digital twins (DTs), serving as the core enablers for real-time monitoring and predictive maintenance of complex cyber-physical systems, impose critical requirements on their virtual models: high predictive accuracy, strong…
Voltage control generally requires accurate information about the grid's topology in order to guarantee network stability. However, accurate topology identification is a challenging problem for existing methods, especially as the grid is…
The growing success of graph signal processing (GSP) approaches relies heavily on prior identification of a graph over which network data admit certain regularity. However, adaptation to increasingly dynamic environments as well as demands…
This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…
Motivated by the goal of learning controllers for complex systems whose dynamics change over time, we consider the problem of designing control laws for systems that switch among a finite set of unknown discrete-time linear subsystems under…
We study online convex optimization under stochastic sub-gradient observation faults, where we introduce adaptive algorithms with minimax optimal regret guarantees. We specifically study scenarios where our sub-gradient observations can be…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
This paper considers the quickest search problem to identify anomalies among large numbers of data streams. These streams can model, for example, disjoint regions monitored by a mobile robot. A particular challenge is a version of the…
The development of online algorithms to track time-varying systems has drawn a lot of attention in the last years, in particular in the framework of online convex optimization. Meanwhile, sparse time-varying optimization has emerged as a…
This paper addresses the robust consensus problem under switching topologies. Contrary to existing methods, the proposed approach provides decentralized protocols that achieve consensus for networked multi-agent systems in a predefined…
This paper considers online optimization for a system that performs a sequence of back-to-back tasks. Each task can be processed in one of multiple processing modes that affect the duration of the task, the reward earned, and an additional…
We investigate the adversarial robustness of streaming algorithms. In this context, an algorithm is considered robust if its performance guarantees hold even if the stream is chosen adaptively by an adversary that observes the outputs of…