Related papers: Diffusion Approximations for Online Principal Comp…
Online imitation learning is the problem of how best to mimic expert demonstrations, given access to the environment or an accurate simulator. Prior work has shown that in the infinite sample regime, exact moment matching achieves value…
Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data are stored across multiple machines, however, communication…
The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of…
Estimation of Distribution Algorithms (EDAs) and Innovation Method are recognized methods for solving global optimization problems and for the estimation of parameters in diffusion processes, respectively. Well known is also that the…
The Kalman-Bucy filter is extensively utilized across various applications. However, its computational complexity increases significantly in large-scale systems. To mitigate this challenge, a low-rank approximated Kalman--Bucy filter was…
In this paper, we propose a stochastic Gauss-Newton (SGN) algorithm to study the online principal component analysis (OPCA) problem, which is formulated by using the symmetric low-rank product (SLRP) model for dominant eigenspace…
In multivariate time series classification, although current sequence analysis models have excellent classification capabilities, they show significant shortcomings when dealing with long sequence multivariate data, such as prolonged…
We aim to efficiently compute spreading speeds of reaction-diffusion-advection (RDA) fronts in divergence free random flows under the Kolmogorov-Petrovsky-Piskunov (KPP) nonlinearity. We study a stochastic interacting particle method (IPM)…
Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…
A popular approach to sample a diffusion-based generative model is to solve an ordinary differential equation (ODE). In existing samplers, the coefficients of the ODE solvers are pre-determined by the ODE formulation, the reverse discrete…
We study the distributed computing setting in which there are multiple servers, each holding a set of points, who wish to compute functions on the union of their point sets. A key task in this setting is Principal Component Analysis (PCA),…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…
In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…
The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is…
We introduced and analyzed robust recovery-based a posteriori error estimators for various lower order finite element approximations to interface problems in [9, 10], where the recoveries of the flux and/or gradient are implicit (i.e.,…
Artificial neural networks that learn to perform Principal Component Analysis (PCA) and related tasks using strictly local learning rules have been previously derived based on the principle of similarity matching: similar pairs of inputs…
The online increasing subsequence problem is a stochastic optimisation task with the objective to maximise the expected length of subsequence chosen from a random series by means of a nonanticipating decision strategy. We study the…
In this paper we present new ideas to accelerate the computation of the eigenvector of the transition matrix associated to the PageRank algorithm. New ideas are based on the decomposition of the matrix-vector product that can be seen as a…
The aim of this paper is to analyse the gain of the update algorithm associated to the recently proposed D-iteration: the D-iteration is a fluid diffusion based new iterative method. It exploits a simple intuitive decomposition of the…
This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…