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We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…

Machine Learning · Statistics 2025-06-09 Jacob Feitelberg , Kyuseong Choi , Anish Agarwal , Raaz Dwivedi

We develop a methodology to automatically compute worst-case performance bounds for a class of decentralized algorithms that optimize the average of local functions distributed across a network. We extend the recently proposed PEP approach…

Optimization and Control · Mathematics 2022-03-14 Sebastien Colla , Julien M. Hendrickx

This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…

Artificial Intelligence · Computer Science 2011-06-10 C. Guestrin , D. Koller , R. Parr , S. Venkataraman

The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…

Statistics Theory · Mathematics 2014-08-27 Olga Klopp , Jean Lafond , Eric Moulines , Joseph Salmon

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

This paper proposes a distributed alternating mixed discrete-continuous (DAMDC) algorithm to approach the oracle algorithm based on the diffusion strategy for parameter and spectrum estimation over sensor networks. A least mean squares…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-04-12 R. C. de Lamare

This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…

Optimization and Control · Mathematics 2025-07-29 Lijun Ding , Zhen Qin , Liwei Jiang , Jinxin Zhou , Zhihui Zhu

This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…

Optimization and Control · Mathematics 2015-11-27 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

Distributed adaptive signal processing has attracted much attention in the recent decade owing to its effectiveness in many decentralized real-time applications in networked systems. Because many natural signals are highly sparse with most…

Optimization and Control · Mathematics 2017-11-22 Xuanyu Cao , K. J. Ray Liu

Decentralized optimization algorithms are important in different contexts, such as distributed optimal power flow or distributed model predictive control, as they avoid central coordination and enable decomposition of large-scale problems.…

Optimization and Control · Mathematics 2019-03-28 Alexander Engelmann , Yuning Jiang , Boris Houska , Timm Faulwasser

A distributed model predictive control (DMPC) approach based on distributed optimization is applied to the power reference tracking problem of a hydro power valley (HPV) system. The applied optimization algorithm is based on accelerated…

Optimization and Control · Mathematics 2013-02-11 Minh Dang Doan , Pontus Giselsson , Tamás Keviczky , Bart De Schutter , Anders Rantzer

State estimation is routinely being performed in high-voltage power transmission grids in order to assist in operation and to detect faulty equipment. In low- and medium-voltage power distribution grids, on the other hand, few real-time…

Optimization and Control · Mathematics 2016-04-15 Henrik Sandberg , György Dán , Ragnar Thobaben

In this paper we derive and analyze two algorithms -- referred to as decentralized power method (DPM) and decentralized Lanczos algorithm (DLA) -- for distributed computation of one (the largest) or multiple eigenvalues of a sample…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-03-29 Federico Penna , Slawomir Stanczak

In this paper we propose a distributed algorithm for the estimation and control of the connectivity of ad-hoc networks in the presence of a random topology. First, given a generic random graph, we introduce a novel stochastic power…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-17 Paolo Di Lorenzo , Sergio Barbarossa

Matrix completion tackles the task of predicting missing values in a low-rank matrix based on a sparse set of observed entries. It is often assumed that the observation pattern is generated uniformly at random or has a very specific…

Machine Learning · Statistics 2025-03-18 Yudong Chen , Xumei Xi , Christina Lee Yu

Due to information asymmetry, finding optimal policies for Decentralized Partially Observable Markov Decision Processes (Dec-POMDPs) is hard with the complexity growing doubly exponentially in the horizon length. The challenge increases…

Machine Learning · Computer Science 2021-10-26 Hsu Kao , Vijay Subramanian

This paper presents a novel distributed low-rank scheme and adaptive algorithms for distributed estimation over wireless networks. The proposed distributed scheme is based on a transformation that performs dimensionality reduction at each…

Information Theory · Computer Science 2017-10-03 Rodrigo C. de Lamare

We propose a distributed algorithm for solving the optimization problem Basis Pursuit (BP). BP finds the least L1-norm solution of the underdetermined linear system Ax = b and is used, for example, in compressed sensing for reconstruction.…

Optimization and Control · Mathematics 2012-03-15 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , Ramji Venkataramanan

Economic dispatch problem for a networked power system has been considered. The objective is to minimize the total generation cost while meeting the overall supply-demand balance and generation capacity. In particular, a more practical…

Systems and Control · Computer Science 2019-05-01 Seungjoon Lee , Hyungbo Shim