Related papers: Using First Hitting Times to Find Sets that Maximi…
An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distribution. When convergence to equilibrium is measured by total variation distance, there exists an optimal coupling and a maximal coupling…
In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…
This paper is devoted to deterministic consensus in synchronous dynamic networks with unidirectional links, which are under the control of an omniscient message adversary. Motivated by unpredictable node/system initialization times and…
We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work…
Results for estimating the convergence rate of non-stationary distributed consensus algorithms are provided, on the basis of qualitative (mainly topological) as well as basic quantitative information (lower-bounds on the matrix entries).…
We present an analytical method for computing the mean cover time of a random walk process on arbitrary, complex networks. The cover time is defined as the time a random walker requires to visit every node in the network at least once. This…
We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…
Solving fastest distributed consensus averaging problem (i.e., finding weights on the edges to minimize the second-largest eigenvalue modulus of the weight matrix) over networks with different topologies is one of the primary areas of…
Random walk centrality is a fundamental metric in graph mining for quantifying node importance and influence, defined as the weighted average of hitting times to a node from all other nodes. Despite its ability to capture rich graph…
Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…
A novel framework for consensus clustering is presented which has the ability to determine both the number of clusters and a final solution using multiple algorithms. A consensus similarity matrix is formed from an ensemble using multiple…
We introduce and study a class of optimization problems we coin replenishment problems with fixed turnover times: a very natural model that has received little attention in the literature. Nodes with capacity for storing a certain commodity…
This paper proposes the first distributed algorithm that solves the weight-balancing problem using only finite rate and simplex communications among nodes, compliant with the directed nature of the graph edges. It is proved that the…
We study the problem of ellipsoidal bounding of convex set-valued data, where the convex set is obtained by the $p$-sum of finitely many ellipsoids, for any real $p\geq 1$. The notion of $p$-sum appears in the Brunn-Minkowski-Firey theory…
The problems discussed in this paper are motivated by general ratio consensus algorithms, introduced by Kempe, Dobra, and Gehrke (2003) in a simple form as the push-sum algorithm, later extended by B\'en\'ezit et al. (2010) under the name…
Multi-agent coordination algorithms with randomized interactions have seen use in a variety of settings in the multi-agent systems literature. In some cases, these algorithms can be random by design, as in a gossip-like algorithm, and in…
The influence of node mobility on the convergence time of averaging gossip algorithms in networks is studied. It is shown that a small number of fully mobile nodes can yield a significant decrease in convergence time. A method is developed…
We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprecise probabilities, and the models with which we work…
In this paper, we formulate and solve a randomized optimal consensus problem for multi-agent systems with stochastically time-varying interconnection topology. The considered multi-agent system with a simple randomized iterating rule…
We model information dissemination as a susceptible-infected epidemic process and formulate a problem to jointly optimize seeds for the epidemic and time varying resource allocation over the period of a fixed duration campaign running on a…