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In multiple domains, statistical tasks are performed in distributed settings, with data split among several end machines that are connected to a fusion center. In various applications, the end machines have limited bandwidth and power, and…

Machine Learning · Computer Science 2026-01-05 Rodney Fonseca , Boaz Nadler

In this paper, we address the problem of how a network of agents can collaboratively fit a linear model when each agent only ever has an arbitrary summand of the regression data. This problem generalizes previously studied…

Optimization and Control · Mathematics 2014-08-06 François D. Côté , Ioannis N. Psaromiligkos , Warren J. Gross

For distributed estimations in a sensor network, the consistency and accuracy of an estimator are greatly affected by the unknown correlations between individual estimates. An inconsistent or too conservative estimate may degrade the…

Systems and Control · Electrical Eng. & Systems 2024-05-10 Yizhi Zhou , Xufan Liu , Xuan Wang

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…

Multiagent Systems · Computer Science 2020-04-22 Roula Nassif , Stefan Vlaski , Ali H. Sayed

We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…

Multiagent Systems · Computer Science 2018-05-11 Gianluigi Pillonetto , Luca Schenato , Damiano Varagnolo

In this paper, we revisit a well-known distributed projected subgradient algorithm which aims to minimize a sum of cost functions with a common set constraint. In contrast to most of existing results, weight matrices of the time-varying…

Optimization and Control · Mathematics 2021-04-29 Weijian Li , Zihan Chen , Youcheng Lou , Yiguang Hong

A simply structured distributed observer is described for estimating the state of a discrete-time, jointly observable, input-free, linear system whose sensed outputs are distributed across a time-varying network. It is explained how to…

Systems and Control · Computer Science 2019-03-14 Lili Wang , Ji Liu , A. Stephen Morse , Brian D. O. Anderson

Distributed machine learning (ML) is a modern computation paradigm that divides its workload into independent tasks that can be simultaneously achieved by multiple machines (i.e., agents) for better scalability. However, a typical…

Machine Learning · Computer Science 2018-11-14 Trong Nghia Hoang , Quang Minh Hoang , Kian Hsiang Low , Jonathan How

We present DUAL-LOCO, a communication-efficient algorithm for distributed statistical estimation. DUAL-LOCO assumes that the data is distributed according to the features rather than the samples. It requires only a single round of…

Machine Learning · Statistics 2016-08-04 Christina Heinze , Brian McWilliams , Nicolai Meinshausen

In this paper, we propose an efficient numerical implementation of Network Embedding based on commute times, using sparse approximation of a diffusion process on the network obtained by a modified version of the diffusion wavelet algorithm.…

Machine Learning · Computer Science 2023-08-29 Paula Mercurio , Di Liu

We propose Graphical Generative Adversarial Networks (Graphical-GAN) to model structured data. Graphical-GAN conjoins the power of Bayesian networks on compactly representing the dependency structures among random variables and that of…

Machine Learning · Computer Science 2018-12-18 Chongxuan Li , Max Welling , Jun Zhu , Bo Zhang

Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional…

Methodology · Statistics 2021-01-21 Biao Cai , Jingfei Zhang , Yongtao Guan

This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive…

Machine Learning · Statistics 2019-12-03 Yiyuan She , Shao Tang , Qiaoya Zhang

This study addresses the challenge of predicting network dynamics, such as forecasting disease spread in social networks or estimating species populations in predator-prey networks. Accurate predictions in large networks are difficult due…

Social and Information Networks · Computer Science 2023-08-23 Rui Luo

We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered…

Statistics Theory · Mathematics 2016-04-20 Ilya Soloveychik , Ami Wiesel

This paper considers a distributed convex optimization problem over a time-varying multi-agent network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-22 Chuanye Gu , Zhiyou Wu , Jueyou Li , Yaning Guo

This work examines the mean-square error performance of diffusion stochastic algorithms under a generalized coordinate-descent scheme. In this setting, the adaptation step by each agent is limited to a random subset of the coordinates of…

Multiagent Systems · Computer Science 2017-10-12 Chengcheng Wang , Yonggang Zhang , Bicheng Ying , Ali H. Sayed

Distributed parameter estimation for large-scale systems is an active research problem. The goal is to derive a distributed algorithm in which each agent obtains a local estimate of its own subset of the global parameter vector, based on…

Multiagent Systems · Computer Science 2018-06-26 Tianju Sui , Damián Marelli , Minyue Fu , Renquan Lu

This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…

Machine Learning · Computer Science 2021-11-19 Rui Meng , Herbie Lee , Kristofer Bouchard

In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up.…

Systems and Control · Electrical Eng. & Systems 2020-06-03 Michelangelo Bin , Ivano Notarnicola , Lorenzo Marconi , Giuseppe Notarstefano