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In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…

Machine Learning · Computer Science 2025-03-25 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang

In image segmentation, there is often more than one plausible solution for a given input. In medical imaging, for example, experts will often disagree about the exact location of object boundaries. Estimating this inherent uncertainty and…

Computer Vision and Pattern Recognition · Computer Science 2020-12-23 Miguel Monteiro , Loïc Le Folgoc , Daniel Coelho de Castro , Nick Pawlowski , Bernardo Marques , Konstantinos Kamnitsas , Mark van der Wilk , Ben Glocker

Distributed computing is a standard way to scale up machine learning and data science algorithms to process large amounts of data. In such settings, avoiding communication amongst machines is paramount for achieving high performance. Rather…

Machine Learning · Statistics 2021-05-04 Vasileios Charisopoulos , Austin R. Benson , Anil Damle

This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…

Computer Vision and Pattern Recognition · Computer Science 2014-04-29 Can-Yi Lu , Hai Min , Zhong-Qiu Zhao , Lin Zhu , De-Shuang Huang , Shuicheng Yan

We consider the task of learning causal structures from data stored on multiple machines, and propose a novel structure learning method called distributed annealing on regularized likelihood score (DARLS) to solve this problem. We model…

Methodology · Statistics 2024-04-30 Qiaoling Ye , Arash A. Amini , Qing Zhou

We provide a review and a comparison of methods for differential network estimation in Gaussian graphical models with focus on structure learning. We consider the case of two datasets from distributions associated with two graphical models.…

Methodology · Statistics 2025-03-07 Anna Plaksienko , Magne Thoresen , Vera Djordjilović

Distributed statistical learning has become a popular technique for large-scale data analysis. Most existing work in this area focuses on dividing the observations, but we propose a new algorithm, DDAC-SpAM, which divides the features under…

Machine Learning · Computer Science 2023-07-11 Yifan He , Ruiyang Wu , Yong Zhou , Yang Feng

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

Stochastic gradient descent (SGD) and projected stochastic gradient descent (PSGD) are scalable algorithms to compute model parameters in unconstrained and constrained optimization problems. In comparison with SGD, PSGD forces its iterative…

Machine Learning · Statistics 2022-03-24 Ruiqi Liu , Mingao Yuan , Zuofeng Shang

We present a generic framework for spatio-temporal (ST) data modeling, analysis, and forecasting, with a special focus on data that is sparse in both space and time. Our multi-scaled framework is a seamless coupling of two major components:…

Machine Learning · Computer Science 2018-04-04 Bao Wang , Xiyang Luo , Fangbo Zhang , Baichuan Yuan , Andrea L. Bertozzi , P. Jeffrey Brantingham

The Big Data revolution is challenging the state-of-the-art statistical and econometric techniques not only for the computational burden connected with the high volume and speed which data are generated, but even more for the variety of…

Methodology · Statistics 2024-10-25 Giuseppe Arbia , Vincenzo Nardelli

Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet,…

Methodology · Statistics 2022-12-06 Canhong Wen , Ruipeng Dong , Xueqin Wang , Weiyu Li , Heping Zhang

Various computational challenges arise when applying Bayesian inference approaches to complex hierarchical models. Sampling-based inference methods, such as Markov Chain Monte Carlo strategies, are renowned for providing accurate results…

Methodology · Statistics 2022-03-29 Cristian Chiuchiolo , Janet van Niekerk , Håvard Rue

This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani

A protocol for distributed estimation of discrete distributions is proposed. Each agent begins with a single sample from the distribution, and the goal is to learn the empirical distribution of the samples. The protocol is based on a simple…

Optimization and Control · Mathematics 2014-06-06 Anand D. Sarwate , Tara Javidi

Matrix sketching is a powerful tool for reducing the size of large data matrices. Yet there are fundamental limitations to this size reduction when we want to recover an accurate estimator for a task such as least square regression. We show…

Data Structures and Algorithms · Computer Science 2024-05-10 Sachin Garg , Kevin Tan , Michał Dereziński

A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse…

Machine Learning · Computer Science 2018-08-23 Katsuyuki Hagiwara

This paper considers the problem of distributed estimation in wireless sensor networks (WSN), which is anticipated to support a wide range of applications such as the environmental monitoring, weather forecasting, and location estimation.…

Signal Processing · Electrical Eng. & Systems 2023-10-26 Meng He , Ran Li , Chuan Huang , Shulong Zhang

Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…

Numerical Analysis · Mathematics 2014-04-09 Hans-Werner van Wyk