Related papers: A Distributed Laplacian Solver and its Application…
One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…
The present paper studies local distributed graph problems in highly dynamic networks. Communication and changes of the graph happen in synchronous rounds and our algorithms always, i.e., in every round, satisfy non-trivial guarantees, no…
This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…
In this paper, we propose distributed algorithms that solve a system of Boolean equations over a network, where each node in the network possesses only one Boolean equation from the system. The Boolean equation assigned at any particular…
A distributed algorithm is described for solving a linear algebraic equation of the form $Ax=b$ assuming the equation has at least one solution. The equation is simultaneously solved by $m$ agents assuming each agent knows only a subset of…
A crucial task in system identification problems is the selection of the most appropriate model class, and is classically addressed resorting to cross-validation or using asymptotic arguments. As recently suggested in the literature, this…
We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…
The {Congested Clique} is a distributed-computing model for single-hop networks with restricted bandwidth that has been very intensively studied recently. It models a network by an $n$-vertex graph in which any pair of vertices can…
In this paper, we explore statistical versus computational trade-off to address a basic question in the application of a distributed algorithm: what is the minimal computational cost in obtaining statistical optimality? In smoothing spline…
We present an algorithm that given any invertible symmetric diagonally dominant M-matrix (SDDM), i.e., a principal submatrix of a graph Laplacian, $\boldsymbol{\mathit{L}}$ and a nonnegative vector $\boldsymbol{\mathit{b}}$, computes an…
Laplacian regularized stratified models (LRSM) are models that utilize the explicit or implicit network structure of the sub-problems as defined by the categorical features called strata (e.g., age, region, time, forecast horizon, etc.),…
This paper investigates the problem of solving discrete-time Lyapunov equations (DTLE) over a multi-agent system, where every agent has access to its local information and communicates with its neighbors. To obtain a solution to DTLE, a…
Distributed estimation in interconnected systems has gained increasing attention due to its relevance in diverse applications such as sensor networks, autonomous vehicles, and cloud computing. In real practice, the sensor network may suffer…
In this work, we develop a distributed least squares approximation (DLSA) method that is able to solve a large family of regression problems (e.g., linear regression, logistic regression, and Cox's model) on a distributed system. By…
We introduce a framework for proving lower bounds on computational problems over distributions against algorithms that can be implemented using access to a statistical query oracle. For such algorithms, access to the input distribution is…
This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…
In this work, we propose a distributed algorithm for stochastic non-convex optimization. We consider a worker-server architecture where a set of $K$ worker nodes (WNs) in collaboration with a server node (SN) jointly aim to minimize a…
In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up.…
This study presents a distributed gradient-based approach to solve system optimal dynamic traffic assignment (SODTA) formulated based on the cell transmission model. The algorithm distributes SODTA into local sub-problems, who find optimal…
Graph sparsification underlies a large number of algorithms, ranging from approximation algorithms for cut problems to solvers for linear systems in the graph Laplacian. In its strongest form, "spectral sparsification" reduces the number of…