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We study distributed methods for online prediction and stochastic optimization. Our approach is iterative: in each round nodes first perform local computations and then communicate in order to aggregate information and synchronize their…

Information Theory · Computer Science 2014-03-06 Konstantinos I. Tsianos , Michael G. Rabbat

This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents, where the nonconvex local loss and convex local constraint functions can vary arbitrarily across iterations.…

Optimization and Control · Mathematics 2025-11-19 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

We study distributed estimation methods under communication constraints in a distributed version of the nonparametric random design regression model. We derive minimax lower bounds and exhibit methods that attain those bounds. Moreover, we…

Statistics Theory · Mathematics 2019-02-06 Botond Szabo , Harry van Zanten

Most of today's distributed machine learning systems assume {\em reliable networks}: whenever two machines exchange information (e.g., gradients or models), the network should guarantee the delivery of the message. At the same time, recent…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-17 Chen Yu , Hanlin Tang , Cedric Renggli , Simon Kassing , Ankit Singla , Dan Alistarh , Ce Zhang , Ji Liu

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

In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…

Methodology · Statistics 2012-07-25 Christine Choirat , Raffaello Seri

We study distributed estimation and learning problems in a networked environment where agents exchange information to estimate unknown statistical properties of random variables from their privately observed samples. The agents can…

Machine Learning · Computer Science 2024-04-02 Marios Papachristou , M. Amin Rahimian

We consider an online estimation problem involving a set of agents. Each agent has access to a (personal) process that generates samples from a real-valued distribution and seeks to estimate its mean. We study the case where some of the…

Machine Learning · Computer Science 2022-12-20 Mahsa Asadi , Aurélien Bellet , Odalric-Ambrym Maillard , Marc Tommasi

We study the asymptotic properties of distributed consensus algorithms over switching directed random networks. More specifically, we focus on consensus algorithms over independent and identically distributed, directed random graphs, where…

Multiagent Systems · Computer Science 2010-04-21 Victor M. Preciado , Alireza Tahbaz-Salehi , Ali Jadbabaie

This paper studies a class of distributed online convex optimization problems for heterogeneous linear multi-agent systems. Agents in a network, knowing only their own outputs, need to minimize the time-varying costs through neighboring…

Optimization and Control · Mathematics 2023-07-04 Yang Yu , Xiuxian Li , Li Li , Lihua Xie

This paper studies the distributed adaptiveestimation problems for stochastic large regression modelswith an infinite number of parameters. By constructing a re-cursive local cost function, we propose a novel distributedrecursive least…

Systems and Control · Electrical Eng. & Systems 2026-04-29 Die Gan , Siyu Xie , Zhixin Liu , Xuebo Zhang

This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…

Optimization and Control · Mathematics 2016-07-25 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Lili Wang , Ji Liu , Brian B. O. Anderson , A. Stephen Morse

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

Distributed decision problems features a group of agents that can only communicate over a peer-to-peer network, without a central memory. In applications such as network control and data ranking, each agent is only affected by a small…

Optimization and Control · Mathematics 2024-04-24 Mattia Bianchi , Sergio Grammatico

A distributed adaptive algorithm to estimate a time-varying signal, measured by a wireless sensor network, is designed and analyzed. One of the major features of the algorithm is that no central coordination among the nodes needs to be…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-10-22 Carlo Fischione , Alberto Speranzon , Karl H. Johansson , Alberto Sangiovanni-Vincentelli

Distributed computing offers a high degree of flexibility to accommodate modern learning constraints and the ever increasing size of datasets involved in massive data issues. Drawing inspiration from the theory of distributed computation…

Statistics Theory · Mathematics 2014-07-17 Gérard Biau , Ryad Zenine

We study the problem of high-dimensional robust mean estimation in an online setting. Specifically, we consider a scenario where $n$ sensors are measuring some common, ongoing phenomenon. At each time step $t=1,2,\ldots,T$, the $i^{th}$…

Machine Learning · Computer Science 2023-10-26 Daniel M. Kane , Ilias Diakonikolas , Hanshen Xiao , Sihan Liu

In this work, we analyze the generalization ability of distributed online learning algorithms under stationary and non-stationary environments. We derive bounds for the excess-risk attained by each node in a connected network of learners…

Optimization and Control · Mathematics 2016-07-19 Zaid J. Towfic , Jianshu Chen , Ali H. Sayed

We consider a distributed estimation method in a setting with heterogeneous streams of correlated data distributed across nodes in a network. In the considered approach, linear models are estimated locally (i.e., with only local data)…

Machine Learning · Computer Science 2021-02-11 Lingzhou Hong , Alfredo Garcia , Ceyhun Eksin