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In distributed systems, communication is a major concern due to issues such as its vulnerability or efficiency. In this paper, we are interested in estimating sparse inverse covariance matrices when samples are distributed into different…

Methodology · Statistics 2016-10-04 Jesús Arroyo , Elizabeth Hou

In this paper, we study the problem where a group of agents aim to collaboratively learn a common static latent function through streaming data. We propose a lightweight distributed Gaussian process regression (GPR) algorithm that is…

Machine Learning · Computer Science 2023-07-11 Zhenyuan Yuan , Minghui Zhu

Gaussian graphical models are widely used to represent correlations among entities but remain vulnerable to data corruption. In this work, we introduce a modified trimmed-inner-product algorithm to robustly estimate the covariance in an…

Machine Learning · Computer Science 2023-09-19 Tong Yao , Shreyas Sundaram

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

Outstanding achievements of graph neural networks for spatiotemporal time series analysis show that relational constraints introduce an effective inductive bias into neural forecasting architectures. Often, however, the relational…

Machine Learning · Computer Science 2023-08-03 Andrea Cini , Daniele Zambon , Cesare Alippi

The development of online algorithms to track time-varying systems has drawn a lot of attention in the last years, in particular in the framework of online convex optimization. Meanwhile, sparse time-varying optimization has emerged as a…

Optimization and Control · Mathematics 2020-02-03 Sophie M. Fosson

We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a…

Optimization and Control · Mathematics 2017-04-12 Angelia Nedić , Alex Olshevsky , César A. Uribe

We study the problem of cooperative inference where a group of agents interact over a network and seek to estimate a joint parameter that best explains a set of observations. Agents do not know the network topology or the observations of…

Optimization and Control · Mathematics 2017-04-11 Angelia Nedić , Alex Olshevsky , César A. Uribe

Distributed averaging is among the most relevant cooperative control problems, with applications in sensor and robotic networks, distributed signal processing, data fusion, and load balancing. Consensus and gossip algorithms have been…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Christel Sirocchi , Alessandro Bogliolo

In this paper, learning of tree-structured Gaussian graphical models from distributed data is addressed. In our model, samples are stored in a set of distributed machines where each machine has access to only a subset of features. A central…

Machine Learning · Computer Science 2018-12-05 Mostafa Tavassolipour , Seyed Abolfazl Motahari , Mohammad-Taghi Manzuri Shalmani

In this paper, a sparsity-aware adaptive algorithm for distributed learning in diffusion networks is developed. The algorithm follows the set-theoretic estimation rationale. At each time instance and at each node of the network, a closed…

Information Theory · Computer Science 2015-06-03 Symeon Chouvardas , Konstantinos Slavakis , Yannis Kopsinis , Sergios Theodoridis

This work studies the distributed learning process on a network of agents. Agents make partial observation about an unknown hypothesis and iteratively share their beliefs over a set of possible hypotheses with their neighbors to learn the…

Systems and Control · Electrical Eng. & Systems 2024-11-19 P Raghavendra Rao , Pooja Vyavahare

High dimensional piecewise stationary graphical models represent a versatile class for modelling time varying networks arising in diverse application areas, including biology, economics, and social sciences. There has been recent work in…

Machine Learning · Statistics 2018-06-21 Hossein Keshavarz , George Michailidis , Yves Atchade

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

In distributed processing, agents generally collect data generated by the same underlying unknown model (represented by a vector of parameters) and then solve an estimation or inference task cooperatively. In this paper, we consider the…

Information Theory · Computer Science 2015-06-16 Sheng-Yuan Tu , Ali H. Sayed

We consider several estimation and learning problems that networked agents face when making decisions given their uncertainty about an unknown variable. Our methods are designed to efficiently deal with heterogeneity in both size and…

Applications · Statistics 2016-11-11 M. Amin Rahimian , Ali Jadbabaie

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

We investigate an existing distributed algorithm for learning sparse signals or data over networks. The algorithm is iterative and exchanges intermediate estimates of a sparse signal over a network. This learning strategy using exchange of…

Machine Learning · Statistics 2017-09-25 Ahmed Zaki , Partha P. Mitra , Lars K. Rasmussen , Saikat Chatterjee
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