Related papers: Distributed Bootstrap for Simultaneous Inference U…
We extract a core principle underlying seemingly different fundamental distributed settings, showing sparsity awareness may induce faster algorithms for problems in these settings. To leverage this, we establish a new framework by…
As computer clusters become more common and the size of the problems encountered in the field of AI grows, there is an increasing demand for efficient parallel inference algorithms. We consider the problem of parallel inference on large…
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In this work we allow for models with many endogenous variables and many instrument variables to achieve…
In this paper, we propose a distributed framework for reducing the dimensionality of high-dimensional, large-scale, heterogeneous matrix-variate time series data using a factor model. The data are first partitioned column-wise (or row-wise)…
Diffusion models have become a leading method for generative modeling of both image and scientific data. As these models are costly to train and \emph{evaluate}, reducing the inference cost for diffusion models remains a major goal.…
In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…
Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify the uncertainty on the estimators. Although these methods…
In this paper, we propose new nonparametric approach to network inference that may be viewed as a fusion of block sampling procedures for temporally and spatially dependent processes with the classical network methodology. We develop…
Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…
The inference of Neural Networks is usually restricted by the resources (e.g., computing power, memory, bandwidth) on edge devices. In addition to improving the hardware design and deploying efficient models, it is possible to aggregate the…
Due to the distributed nature of cooperative simultaneous localization and mapping (CSLAM), detecting inter-robot loop closures necessitates sharing sensory data with other robots. A na\"{\i}ve approach to data sharing can easily lead to a…
This paper proposes a novel distributed reduced--rank scheme and an adaptive algorithm for distributed estimation in wireless sensor networks. The proposed distributed scheme is based on a transformation that performs dimensionality…
Increasing data volumes delivered by a new generation of radio interferometers require computationally efficient and robust calibration algorithms. In this paper, we propose distributed calibration as a way of improving both computational…
We propose a bootstrap-based test to detect a mean shift in a sequence of high-dimensional observations with unknown time-varying heteroscedasticity. The proposed test builds on the U-statistic based approach in Wang et al. (2022), targets…
We propose DistGP: a multi-robot learning method for collaborative learning of a global function using only local experience and computation. We utilise a sparse Gaussian process (GP) model with a factorisation that mirrors the multi-robot…
This paper investigates the accuracy of bootstrap-based inference in the case of long memory fractionally integrated processes. The re-sampling method is based on the semi-parametric sieve approach, whereby the dynamics in the process used…
Codistillation has been proposed as a mechanism to share knowledge among concurrently trained models by encouraging them to represent the same function through an auxiliary loss. This contrasts with the more commonly used fully-synchronous…
This paper is motivated by a regression analysis of electroencephalography (EEG) neuroimaging data with high-dimensional correlated responses with multi-level nested correlations. We develop a divide-and-conquer procedure implemented in a…
Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…
The problem of quantifying uncertainty about the locations of multiple change points by means of confidence intervals is addressed. The asymptotic distribution of the change point estimators obtained as the local maximisers of moving sum…