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We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be…

Machine Learning · Computer Science 2017-11-07 Rebecca E. Morrison , Ricardo Baptista , Youssef Marzouk

In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…

Information Theory · Computer Science 2016-08-24 Susanne Sparrer , Robert F. H. Fischer

The dynamics of systems of interacting agents is determined by the structure of their coupling network. The knowledge of the latter is, therefore, highly desirable, for instance, to develop efficient control schemes, to accurately predict…

Adaptation and Self-Organizing Systems · Physics 2021-10-13 Melvyn Tyloo , Robin Delabays , Philippe Jacquod

This work considers the distributed computation of the one-to-one vertex correspondences between two undirected and connected graphs, which is called \textit{graph matching}, over multi-agent networks. Given two \textit{isomorphic} and…

Optimization and Control · Mathematics 2020-02-21 Quoc Van Tran , Zhiyong Sun , Brian D. O. Anderson , Hyo-Sung Ahn

This work proposes an algorithmic framework to learn time-varying graphs from online data. The generality offered by the framework renders it model-independent, i.e., it can be theoretically analyzed in its abstract formulation and then…

Machine Learning · Computer Science 2022-05-25 Alberto Natali , Elvin Isufi , Mario Coutino , Geert Leus

This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Die Gan , Zhixin Liu

We consider a network scenario in which agents can evaluate each other according to a score graph that models some interactions. The goal is to design a distributed protocol, run by the agents, that allows them to learn their unknown state…

Systems and Control · Computer Science 2018-06-05 Francesco Sasso , Angelo Coluccia , Giuseppe Notarstefano

This paper addresses the problem of distributed learning of average belief with sequential observations, in which a network of $n>1$ agents aim to reach a consensus on the average value of their beliefs, by exchanging information only with…

Multiagent Systems · Computer Science 2018-11-20 Kaiqing Zhang , Yang Liu , Ji Liu , Mingyan Liu , Tamer Başar

We apply diffusion strategies to develop a fully-distributed cooperative reinforcement learning algorithm in which agents in a network communicate only with their immediate neighbors to improve predictions about their environment. The…

Multiagent Systems · Computer Science 2014-11-06 Sergio Valcarcel Macua , Jianshu Chen , Santiago Zazo , Ali H. Sayed

We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…

Machine Learning · Statistics 2015-11-23 Ilya Soloveychik , Ami Wiesel

Control of large-scale networked systems often necessitates the availability of complex models for the interactions amongst the agents. However in many applications, building accurate models of agents or interactions amongst them might be…

Optimization and Control · Mathematics 2019-03-21 Siavash Alemzadeh , Mehran Mesbahi

Many machine learning algorithms have been developed under the assumption that data sets are already available in batch form. Yet in many application domains data is only available sequentially overtime via compute nodes in different…

Optimization and Control · Mathematics 2020-09-10 Alfredo Garcia , Luochao Wang , Jeff Huang , Lingzhou Hong

A protocol for distributed estimation of discrete distributions is proposed. Each agent begins with a single sample from the distribution, and the goal is to learn the empirical distribution of the samples. The protocol is based on a simple…

Optimization and Control · Mathematics 2014-06-06 Anand D. Sarwate , Tara Javidi

We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We…

Optimization and Control · Mathematics 2016-12-08 Angelia Nedić , Alex Olshevsky , César A. Uribe

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

Graph neural networks are often used to model interacting dynamical systems since they gracefully scale to systems with a varying and high number of agents. While there has been much progress made for deterministic interacting systems,…

Machine Learning · Computer Science 2023-05-04 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…

Machine Learning · Statistics 2018-08-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

We consider a distributed estimation method in a setting with heterogeneous streams of correlated data distributed across nodes in a network. In the considered approach, linear models are estimated locally (i.e., with only local data)…

Machine Learning · Computer Science 2021-02-11 Lingzhou Hong , Alfredo Garcia , Ceyhun Eksin

We introduce a distributed, cooperative framework and method for Bayesian estimation and control in decentralized agent networks. Our framework combines joint estimation of time-varying global and local states with information-seeking…

Systems and Control · Computer Science 2015-09-24 Florian Meyer , Henk Wymeersch , Markus Fröhle , Franz Hlawatsch

Many important problems can be modeled as a system of interconnected entities, where each entity is recording time-dependent observations or measurements. In order to spot trends, detect anomalies, and interpret the temporal dynamics of…

Machine Learning · Computer Science 2017-06-13 David Hallac , Youngsuk Park , Stephen Boyd , Jure Leskovec