English
Related papers

Related papers: Distributed Estimation of Sparse Inverse Covarianc…

200 papers

The behaviour of many real-world phenomena can be modelled by nonlinear dynamical systems whereby a latent system state is observed through a filter. We are interested in interacting subsystems of this form, which we model by a set of…

Machine Learning · Computer Science 2017-02-20 Oliver M. Cliff , Mikhail Prokopenko , Robert Fitch

Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…

Machine Learning · Statistics 2019-11-05 Shaogao Lv , Heng Lian

We present a method that learns to integrate temporal information, from a learned dynamics model, with ambiguous visual information, from a learned vision model, in the context of interacting agents. Our method is based on a…

Machine Learning · Computer Science 2019-02-27 Chen Sun , Per Karlsson , Jiajun Wu , Joshua B Tenenbaum , Kevin Murphy

Most algorithms for decentralized learning employ a consensus or diffusion mechanism to drive agents to a common solution of a global optimization problem. Generally this takes the form of linear averaging, at a rate of contraction…

Optimization and Control · Mathematics 2024-06-07 Aaron Fainman , Stefan Vlaski

Multi-agent decision problems are typically solved via distributed iterative algorithms, where the agents only communicate between themselves on a peer-to-peer network. Each agent usually maintains a copy of each decision variable, while…

Optimization and Control · Mathematics 2023-12-01 Mattia Bianchi , Sergio Grammatico

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…

Methodology · Statistics 2017-11-01 Alexander J. Gibberd , James D. B. Nelson

In this paper, we investigate community detection in networks in the presence of node covariates. In many instances, covariates and networks individually only give a partial view of the cluster structure. One needs to jointly infer the full…

Methodology · Statistics 2018-04-26 Bowei Yan , Purnamrita Sarkar

We present a hybrid constraint-based/Bayesian algorithm for learning causal networks in the presence of sparse data. The algorithm searches the space of equivalence classes of models (essential graphs) using a heuristic based on…

Artificial Intelligence · Computer Science 2013-01-30 Denver Dash , Marek J. Druzdzel

We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…

Optimization and Control · Mathematics 2022-08-16 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

We study the problem of recovering the structure underlying large Gaussian graphical models or, more generally, partial correlation graphs. In high-dimensional problems it is often too costly to store the entire sample covariance matrix. We…

Statistics Theory · Mathematics 2021-10-13 Gábor Lugosi , Jakub Truszkowski , Vasiliki Velona , Piotr Zwiernik

This paper proposes using a sparse-structured multivariate Gaussian to provide a closed-form approximator for the output of probabilistic ensemble models used for dense image prediction tasks. This is achieved through a convolutional neural…

Computer Vision and Pattern Recognition · Computer Science 2022-03-30 Ivor J. A. Simpson , Sara Vicente , Neill D. F. Campbell

A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…

Machine Learning · Statistics 2018-07-03 Jonathan Mei , José M. F. Moura

Graph models provide efficient tools to capture the underlying structure of data defined over networks. Many real-world network topologies are subject to change over time. Learning to model the dynamic interactions between entities in such…

Machine Learning · Computer Science 2025-01-03 Amirhossein Javaheri , Jiaxi Ying , Daniel P. Palomar , Farokh Marvasti

Availability of both massive datasets and computing resources have made machine learning and predictive analytics extremely pervasive. In this work we present a synchronous algorithm and architecture for distributed optimization motivated…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-20 Shripad Gade , Nitin H. Vaidya

In numerous settings, agents lack sufficient data to directly learn a model. Collaborating with other agents may help, but it introduces a bias-variance trade-off, when local data distributions differ. A key challenge is for each agent to…

Machine Learning · Computer Science 2025-02-20 Franco Galante , Giovanni Neglia , Emilio Leonardi

We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…

Machine Learning · Computer Science 2023-06-23 Yao Ji , Gesualdo Scutari , Ying Sun , Harsha Honnappa

Learning the dynamics of complex systems features a large number of applications in data science. Graph-based modeling and inference underpins the most prominent family of approaches to learn complex dynamics due to their ability to capture…

Signal Processing · Electrical Eng. & Systems 2018-07-06 Luis M. Lopez-Ramos , Daniel Romero , Bakht Zaman , Baltasar Beferull-Lozano

We study a class of dynamical networks modeled by linear and time-invariant systems which are described by state-space realizations. For these networks, we investigate the relations between various types of factorizations which preserve the…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Şerban Sabău , Andrei Sperilă , Cristian Oară , Ali Jadbabaie

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling