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We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged…

Statistics Theory · Mathematics 2026-03-06 Jiadong Liang , Zhimei Ren , Yuxin Chen

In this paper, we aim to design an optimal sampler for a system in which fresh samples of a signal (source) are sent through an unreliable channel to a remote estimator, and acknowledgments are sent back over a feedback channel. Both the…

Information Theory · Computer Science 2022-03-21 Jiayu Pan , Ahmed M. Bedewy , Yin Sun , Ness B. Shroff

We study the problem of predicting the results of computations that are too expensive to run, via the observation of the results of smaller computations. We model this as an online learning problem with delayed feedback, where the length of…

Machine Learning · Computer Science 2016-09-08 Scott Garrabrant , Nate Soares , Jessica Taylor

In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…

Optimization and Control · Mathematics 2017-12-12 Yang Yang , Mengyi Zhang , Marius Pesavento , Daniel P. Palomar

We study the problem of estimating an unknown parameter in a distributed and online manner. Existing work on distributed online learning typically either focuses on asymptotic analysis, or provides bounds on regret. However, these results…

Systems and Control · Electrical Eng. & Systems 2022-09-15 Lei Xin , George Chiu , Shreyas Sundaram

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

We consider the problem of distributed estimation of an unknown deterministic scalar parameter (the target signal) in a wireless sensor network (WSN), where each sensor receives a single snapshot of the field. We assume that the observation…

Information Theory · Computer Science 2015-10-09 Qing Zhou , Di Li , Soummya Kar , Lauren Huie , H. Vincent Poor , Shuguang Cui

We consider the problem of \textit{online sparse linear approximation}, where one predicts the best sparse approximation of a sequence of measurements in terms of linear combination of columns of a given measurement matrix. Such online…

Machine Learning · Computer Science 2025-01-08 Samrat Mukhopadhyay , Debasmita Mukherjee

We consider the problem of online estimation of a real-valued signal corrupted by oblivious zero-mean noise using linear estimators. The estimator is required to iteratively predict the underlying signal based on the current and several…

Machine Learning · Computer Science 2011-11-16 Dan Garber , Elad Hazan

In this work, we study the online convex optimization problem with curved losses and delayed feedback. When losses are strongly convex, existing approaches obtain regret bounds of order $d_{\max} \ln T$, where $d_{\max}$ is the maximum…

Machine Learning · Computer Science 2025-06-10 Hao Qiu , Emmanuel Esposito , Mengxiao Zhang

In data-driven learning and inference tasks, the high cost of acquiring samples from the target distribution often limits performance. A common strategy to mitigate this challenge is to augment the limited target samples with data from a…

Statistics Theory · Mathematics 2025-02-06 Barron Han , Danil Akhtiamov , Reza Ghane , Babak Hassibi

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…

Information Theory · Computer Science 2018-07-20 Chongwen Huang , Lei Liu , Chau Yuen

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…

Optimization and Control · Mathematics 2022-11-17 Marko Nonhoff , Matthias A. Müller

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

In this paper, we consider fast wireless data aggregation via over-the-air computation (AirComp) in Internet of Things (IoT) networks, where an access point (AP) with multiple antennas aim to recover the arithmetic mean of sensory data from…

Signal Processing · Electrical Eng. & Systems 2021-05-12 Wenzhi Fang , Yinan Zou , Hongbin Zhu , Yuanming Shi , Yong Zhou

In this article, we establish a comprehensive theoretical framework for remote estimation in a networked system composed of a source that is observed by a sensor, a remote monitor that needs to estimate the state of the source in real time,…

Information Theory · Computer Science 2026-02-24 Touraj Soleymani , Mohamad Assaad , John S. Baras

This paper addresses the estimation of a time- varying parameter in a network. A group of agents sequentially receive noisy signals about the parameter (or moving target), which does not follow any particular dynamics. The parameter is not…

Optimization and Control · Mathematics 2016-03-03 Shahin Shahrampour , Alexander Rakhlin , Ali Jadbabaie