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The present study proposes incorporating non-parametric knowledge into the diffusion least-mean-squares algorithm in the framework of a maximum a posteriori (MAP) estimation. The proposed algorithm leads to a robust estimation of an unknown…

Machine Learning · Computer Science 2023-12-05 Soheil Ashkezari-Toussi , Hadi sadoghi-Yazdi

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In this paper, we consider the problem of jointly performing online parameter estimation and optimal sensor placement for a partially observed infinite dimensional linear diffusion process. We present a novel solution to this problem in the…

Optimization and Control · Mathematics 2022-01-12 Louis Sharrock , Nikolas Kantas

This paper deals with the state estimation of linear time-invariant systems using distributed observers with local sampled-data measurement and aperiodic communication. Each observer agent perceives partial information of the system to be…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Shimin Wang , Ya-Jun Pan , Martin Guay

Networked system often relies on distributed algorithms to achieve a global computation goal with iterative local information exchanges between neighbor nodes. To preserve data privacy, a node may add a random noise to its original data for…

Information Theory · Computer Science 2017-03-21 Jianping He , Lin Cai , Xinping Guan

The paper considers gossip distributed estimation of a (static) distributed random field (a.k.a., large scale unknown parameter vector) observed by sparsely interconnected sensors, each of which only observes a small fraction of the field.…

Information Theory · Computer Science 2015-05-20 Soummya Kar , Jose' M. F. Moura

In this work, we study the problem of distributed mean estimation with $1$-bit communication constraints when the variance is unknown. We focus on the specific case where each user has access to one i.i.d. sample drawn from a distribution…

Information Theory · Computer Science 2025-10-10 Ritesh Kumar , Shashank Vatedka

This paper addresses the problem of distributed estimation of an unknown dynamic parameter by a multi-agent system over a directed communication network in the presence of an adversarial attack on the agents' sensors. The mode of attack of…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Shamik Bhattacharyya , Kiran Rokade , Rachel Kalpana Kalaimani

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

Methodology · Statistics 2025-09-26 Miguel Alvarez , Ajay Jasra

In this paper, we present a communication-free algorithm for distributed coverage of an arbitrary network by a group of mobile agents with local sensing capabilities. The network is represented as a graph, and the agents are arbitrarily…

Systems and Control · Computer Science 2016-02-01 A. Yasin Yazicioglu , Magnus Egerstedt , Jeff S. Shamma

This paper considers the problem of distributed state estimation using multi-robot systems. The robots have limited communication capabilities and, therefore, communicate their measurements intermittently only when they are physically close…

Robotics · Computer Science 2019-03-12 Reza Khodayi-mehr , Yiannis Kantaros , Michael M. Zavlanos

Parameter estimation in linear errors-in-variables models typically requires that the measurement error distribution be known (or estimable from replicate data). A generalized method of moments approach can be used to estimate model…

Methodology · Statistics 2018-12-04 Linh Nghiem , Michael Byrd , Cornelis Potgieter

This paper deals with a distributed state estimation problem for jointly observable multi-agent systems operated over various time-varying network topologies. The results apply when the system matrix of the system to be observed contains…

Systems and Control · Electrical Eng. & Systems 2023-08-31 Shimin Wang , Martin Guay

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

In this paper, we study a distributed optimization problem for a class of high-order multi-agent systems with unknown dynamics. In comparison with existing results for integrators or linear agents, we need to overcome the difficulties…

Optimization and Control · Mathematics 2019-02-05 Yutao Tang

We propose a distributed Bayesian quickest change detection algorithm for sensor networks, based on a random gossip inter-sensor communication structure. Without a control or fusion center, each sensor executes its local change detection…

Information Theory · Computer Science 2015-12-09 Di Li , Soummya Kar , Fuad E. Alsaadi , Shuguang Cui

We consider distributed optimization over orthogonal collision channels in spatial random access networks. Users are spatially distributed and each user is in the interference range of a few other users. Each user is allowed to transmit…

Networking and Internet Architecture · Computer Science 2016-10-26 Kobi Cohen , Angelia Nedich , R. Srikant

In this paper we propose a semi-parametric Bayesian Generalized Least Squares estimator. In a generic setting where each error is a vector, the parametric Generalized Least Square estimator maintains the assumption that each error vector…

Econometrics · Economics 2023-02-01 Ruochen Wu , Melvyn Weeks

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone