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We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…

Optimization and Control · Mathematics 2021-09-22 Kabir Aladin Chandrasekher , Ashwin Pananjady , Christos Thrampoulidis

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

We apply large deviations theory to study asymptotic performance of running consensus distributed detection in sensor networks. Running consensus is a stochastic approximation type algorithm, recently proposed. At each time step k, the…

Information Theory · Computer Science 2010-10-26 Dragana Bajovic , Dusan Jakovetic , Joao Xavier , Bruno Sinopoli , Jose M. F. Moura

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…

Multiagent Systems · Computer Science 2009-11-13 Gesualdo Scutari , Sergio Barbarossa , Loreto Pescosolido

For any stream of time-stamped edges that form a dynamic network, an important choice is the aggregation granularity that an analyst uses to bin the data. Picking such a windowing of the data is often done by hand, or left up to the…

Social and Information Networks · Computer Science 2017-02-28 Benjamin Fish , Rajmonda S. Caceres

We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…

Optimization and Control · Mathematics 2014-11-12 Ji Liu , Stephen J. Wright , Christopher Ré , Victor Bittorf , Srikrishna Sridhar

We propose an online detection procedure for cascading failures in the network from sequential data, which can be modeled as multiple correlated change-points happening during a short period. We consider a temporal diffusion network model…

Other Statistics · Statistics 2021-02-09 Rui Zhang , Yao Xie , Rui Yao , Feng Qiu

We consider the sequential anomaly detection problem in the one-class setting when only the anomalous sequences are available and propose an adversarial sequential detector by solving a minimax problem to find an optimal detector against…

Machine Learning · Statistics 2023-04-07 Shixiang Zhu , Henry Shaowu Yuchi , Minghe Zhang , Yao Xie

We give in this paper a convergence result concerning parallel synchronous algorithm for nonlinear fixed point problems with respect to the euclidian norm in $\Rn$. We then apply this result to some problems related to convex analysis like…

Numerical Analysis · Mathematics 2007-05-23 Ahmed Addou , Abdenasser Benahmed

Distributed model fitting refers to the process of fitting a mathematical or statistical model to the data using distributed computing resources, such that computing tasks are divided among multiple interconnected computers or nodes, often…

Computation · Statistics 2024-06-04 Xiaofei Wu , Rongmei Liang , Fabio Roli , Marcello Pelillo , Jing Yuan

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

A snapshot object simulates the behavior of an array of single-writer/multi-reader shared registers that can be read atomically. Delporte-Gallet et al. proposed two fault-tolerant algorithms for snapshot objects in asynchronous crash-prone…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-03 Chryssis Georgiou , Oskar Lundström , Elad Michael Schiller

We develop a distribution-free, unsupervised anomaly detection method called ECAD, which wraps around any regression algorithm and sequentially detects anomalies. Rooted in conformal prediction, ECAD does not require data exchangeability…

Applications · Statistics 2021-06-04 Chen Xu , Yao Xie

The paper addresses a sequential changepoint detection problem, assuming that the duration of change may be finite and unknown. This problem is of importance for many applications, e.g., for signal and image processing where signals appear…

Statistics Theory · Mathematics 2021-06-09 Alexander G. Tartakovsky , Nikita R. Berenkov , Alexei E. Kolessa , Igor V. Nikiforov

In continual learning, a model learns incrementally over time while minimizing interference between old and new tasks. One of the most widely used approaches in continual learning is referred to as replay. Replay methods support interleaved…

Computer Vision and Pattern Recognition · Computer Science 2024-05-13 Truman Hickok , Dhireesha Kudithipudi

Classical approaches for asymptotic convergence to the global average in a distributed fashion typically assume timely and reliable exchange of information between neighboring components of a given multi-component system. These assumptions…

Multiagent Systems · Computer Science 2013-02-25 Christoforos N. Hadjicostis , Themistoklis Charalambous

Changes, planned or unexpected, are common during the execution of real-life processes. Detecting these changes is a must for optimizing the performance of organizations running such processes. Most of the algorithms present in the…

Artificial Intelligence · Computer Science 2025-10-28 Victor Gallego-Fontenla , Juan C. Vidal , Manuel Lama

Sequential estimation of a vector of linear regression coefficients is considered under both centralized and decentralized setups. In sequential estimation, the number of observations used for estimation is determined by the observed…

Applications · Statistics 2014-12-18 Yasin Yilmaz , George V. Moustakides , Xiaodong Wang

In this paper, we consider the convergence of a very general asynchronous-parallel algorithm called ARock, that takes many well-known asynchronous algorithms as special cases (gradient descent, proximal gradient, Douglas Rachford, ADMM,…

Optimization and Control · Mathematics 2017-08-28 Robert Hannah , Wotao Yin