Related papers: Using First Hitting Times to Find Sets that Maximi…
The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…
This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…
For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…
In this paper, we consider a population of individuals who have actions and opinions, which coevolve, mutually influencing one another on a complex network structure. In particular, we formulate a control problem for this social network, in…
Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…
Algorithms for community detection are usually stochastic, leading to different partitions for different choices of random seeds. Consensus clustering has proven to be an effective technique to derive more stable and accurate partitions…
We provide an explicit formula for the global mean first-passage time (GMFPT) for random walks in a general graph with a perfect trap fixed at an arbitrary node, where GMFPT is the average of mean first-passage time to the trap over all…
We study the problem of a particle/message that travels as a biased random walk towards a target node in a network in the presence of traps. The bias is represented as the probability $p$ of the particle to travel along the shortest path to…
Motivated by applications of distributed linear estimation, distributed control and distributed optimization, we consider the question of designing linear iterative algorithms for computing the average of numbers in a network. Specifically,…
We address the problem of determining if a discrete time switched consensus system converges for any switching sequence and that of determining if it converges for at least one switching sequence. For these two problems, we provide…
We give polynomial time algorithms for quantitative (and qualitative) reachability analysis for Branching Markov Decision Processes (BMDPs). Specifically, given a BMDP, and given an initial population, where the objective of the controller…
In this paper, we consider consensus problems over a network of nodes, where the network is divided into a number of clusters. We are interested in the case where the communication topology within each cluster is dense as compared to the…
Tikhonov regularization involves minimizing the combination of a data discrepancy term and a regularizing term, and is the standard approach for solving inverse problems. The use of non-convex regularizers, such as those defined by trained…
Fault-tolerant consensus is about reaching agreement on some of the input values in a limited time by non-faulty autonomous processes, despite of failures of processes or communication medium. This problem is particularly challenging and…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
We consider information diffusion on Web-like networks and how random walks can simulate it. A well-studied problem in this domain is Partial Cover Time, i.e., the calculation of the expected number of steps a random walker needs to visit a…
In this paper, randomized gossip-type matrix-weighted consensus algorithms are proposed for both leaderless and leader-follower topologies. First, we introduce the notion of expected matrix-weighted network, which captures the…
An overarching objective in contemporary statistical network analysis is extracting salient information from datasets consisting of multiple networks. To date, considerable attention has been devoted to node and network clustering, while…
This paper proposes model reduction approaches for consensus network systems based on a given clustering of the underlying graph. Namely, given a consensus network system of time-scaled agents evolving over a weighted undirected graph and a…
We study distributions of meeting times for finite symmetric Markov chains. For Markov kernels defined on large state spaces which satisfy certain weak inhomogeneity in return probabilities of points up to large numbers of steps, we obtain…