Related papers: Decoupled algorithms for non-linearly coupled reac…
In this paper, we utilize event-triggered coupling configuration to realize synchronization of linearly coupled dynamical systems. Here, the diffusion couplings are set up from the latest observations of the nodes of its neighborhood and…
This paper presents a novel dynamic coverage control algorithm allowing a group of robots to track an optimal-deployment configuration for arbitrary time-varying density functions. Building on singular perturbation theory, the proposed…
Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic…
In this second part of our two-part paper, we invoke the stochastic maximum principle, conditional Hamiltonian and the coupled backward-forward stochastic differential equations of the first part [1] to derive team optimal decentralized…
Matching algorithms have demonstrated great success in several practical applications, but they often require centralized coordination and plentiful information. In many modern online marketplaces, agents must independently seek out and…
This paper studies distributed resource allocation problem in multi-agent systems, where all the agents cooperatively minimize the sum of their cost functions with global resource constraints over stochastic communication networks. This…
Large denoising diffusion models, such as Stable Diffusion, have been trained on billions of image-caption pairs to perform text-conditioned image generation. As a byproduct of this training, these models have acquired general knowledge…
Denoising Diffusion Probabilistic Models (DDPMs) have emerged as powerful tools for generative modeling. However, their sequential computation requirements lead to significant inference-time bottlenecks. In this work, we utilize the…
This paper investigates the parallel complexity of several non-equilibrium growth models. Invasion percolation, Eden growth, ballistic deposition and solid-on-solid growth are all seemingly highly sequential processes that yield…
Developing effective control strategies for behind-the-meter energy storage to coordinate peak shaving and stacked services is essential for reducing electricity costs and extending battery lifetime in commercial buildings. This work…
Distributed estimation and processing in networks modeled by graphs have received a great deal of interest recently, due to the benefits of decentralised processing in terms of performance and robustness to communications link failure…
This paper analyses a $(1,\lambda)$-Evolution Strategy, a randomised comparison-based adaptive search algorithm, on a simple constraint optimisation problem. The algorithm uses resampling to handle the constraint and optimizes a linear…
We present a form of stratified MCMC algorithm built with non-reversible stochastic dynamics in mind. It can also be viewed as a generalization of the exact milestoning method, or form of NEUS. We prove convergence of the method under…
Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…
Dual decomposition is widely utilized in distributed optimization of multi-agent systems. In practice, the dual decomposition algorithm is desired to admit an asynchronous implementation due to imperfect communication, such as time delay…
We consider the distributed version of the Multiple Knapsack Problem (MKP), where $m$ items are to be distributed amongst $n$ processors, each with a knapsack. We propose different distributed approximation algorithms with a tradeoff…
The Metropolis-Hastings algorithm is a fundamental Markov chain Monte Carlo (MCMC) method for sampling and inference. With the advent of Big Data, distributed and parallel variants of MCMC methods are attracting increased attention. In this…
We study the problem of stock replenishment and transshipment in the retail industry. We develop a model that can accommodate different policies, including centralized redistribution (replenishment) and decentralized redistribution (lateral…
What is the performance cost of using simple, decoupled control policies in inherently coupled systems? Motivated by industrial refrigeration systems, where centralized compressors exhibit economies of scale yet traditional control employs…
This paper proposes a novel distributed optimization framework that addresses time-varying optimization problems without requiring explicit derivative information of the objective functions. Traditional distributed methods often rely on…