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We propose communication-efficient distributed estimation and inference methods for the transelliptical graphical model, a semiparametric extension of the elliptical distribution in the high dimensional regime. In detail, the proposed…

Machine Learning · Statistics 2016-12-30 Pan Xu , Lu Tian , Quanquan Gu

A quickest change detection problem is considered in a sensor network with observations whose statistical dependency structure across the sensors before and after the change is described by a decomposable graphical model (DGM). Distributed…

Signal Processing · Electrical Eng. & Systems 2021-09-08 Yicheng Chen , Rick S. Blum , Brian M. Sadler

In this paper we present a linear regression model for modal symbolic data. The observed variables are histogram variables according to the definition given in the framework of Symbolic Data Analysis and the parameters of the model are…

Methodology · Statistics 2016-05-03 Antonio Irpino , Rosanna Verde

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

Optimization and Control · Mathematics 2025-02-18 Kaiwen Shi

A central problem in analog wireless sensor networks is to design the gain or phase-shifts of the sensor nodes (i.e. the relaying configuration) in order to achieve an accurate estimation of some parameter of interest at a fusion center, or…

Signal Processing · Electrical Eng. & Systems 2019-08-05 Shahin Khobahi , Mojtaba Soltanalian , Feng Jiang , A. Lee Swindlehurst

We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure $\mu$ is transported to a discrete target measure $\nu$, with particular attention to the OT map approximation. In this setting, Stochastic…

Sign stochastic gradient descent (signSGD) is a communication-efficient method that transmits only the sign of stochastic gradients for parameter updating. Existing literature has demonstrated that signSGD can achieve a convergence rate of…

Machine Learning · Computer Science 2024-12-16 Wei Jiang , Sifan Yang , Wenhao Yang , Lijun Zhang

Statistical inference can be performed by minimizing, over the parameter space, the Wasserstein distance between model distributions and the empirical distribution of the data. We study asymptotic properties of such minimum Wasserstein…

Methodology · Statistics 2019-05-13 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

This paper considers cooperative spectrum sensing in Cognitive Radios. In our previous work we have developed DualSPRT, a distributed algorithm for cooperative spectrum sensing using Sequential Probability Ratio Test (SPRT) at the Cognitive…

Information Theory · Computer Science 2012-11-27 Jithin K S , Vinod Sharma

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

Statistics Theory · Mathematics 2019-11-05 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

Wasserstein Discriminant Analysis (WDA) is a new supervised method that can improve classification of high-dimensional data by computing a suitable linear map onto a lower dimensional subspace. Following the blueprint of classical Linear…

Machine Learning · Statistics 2018-09-21 Rémi Flamary , Marco Cuturi , Nicolas Courty , Alain Rakotomamonjy

Finding effective representations for time series data is a useful but challenging task. Several works utilize self-supervised or unsupervised learning methods to address this. However, there still remains the open question of how to…

Machine Learning · Computer Science 2024-03-19 Yuansan Liu , Sudanthi Wijewickrema , Christofer Bester , Stephen O'Leary , James Bailey

The problem of estimating parameters of a deterministic jump or piecewise linear model is considered. A subspace technique referred to as spectral clustering on subspace (SCS) algorithm is proposed to estimate a set of linear model…

Methodology · Statistics 2013-07-02 Liang Li , Wei Dong , Yindong Ji , Lang Tong

Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic analysis, have been used to solve the DR problem. Recent…

Machine Learning · Computer Science 2024-10-15 Andrew Alden , Carmine Ventre , Blanka Horvath

Score-based generative models are shown to achieve remarkable empirical performances in various applications such as image generation and audio synthesis. However, a theoretical understanding of score-based diffusion models is still…

Machine Learning · Computer Science 2022-12-14 Dohyun Kwon , Ying Fan , Kangwook Lee

Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this…

Machine Learning · Statistics 2021-10-14 Kilian Fatras , Younes Zine , Rémi Flamary , Rémi Gribonval , Nicolas Courty

Minimum distance estimation (MDE) gained recent attention as a formulation of (implicit) generative modeling. It considers minimizing, over model parameters, a statistical distance between the empirical data distribution and the model. This…

Statistics Theory · Mathematics 2020-10-21 Ziv Goldfeld , Kristjan Greenewald , Kengo Kato

We consider a wireless sensor network consisting of multiple nodes that are coordinated by a fusion center (FC) in order to estimate a common signal of interest. In addition to being coordinated, the sensors are also able to collaborate,…

Information Theory · Computer Science 2012-10-15 Swarnendu Kar , Pramod K. Varshney

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson