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In this paper, we propose a novel distributed data-driven optimization scheme. In detail, we focus on the so-called aggregative framework, a scenario in which a set of agents aim to cooperatively minimize the sum of local costs, each…

Optimization and Control · Mathematics 2026-01-27 Riccardo Brumali , Guido Carnevale , Giuseppe Notarstefano

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…

Machine Learning · Statistics 2019-11-05 Shaogao Lv , Heng Lian

We develop an online probabilistic metric-semantic mapping approach for mobile robot teams relying on streaming RGB-D observations. The generated maps contain full continuous distributional information about the geometric surfaces and…

Robotics · Computer Science 2021-03-31 Ehsan Zobeidi , Alec Koppel , Nikolay Atanasov

This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

Machine Learning · Statistics 2012-06-08 Ali Jalali , Sujay Sanghavi

This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Die Gan , Zhixin Liu

Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…

Machine Learning · Statistics 2026-01-14 Roy Shivam Ram Shreshtth , Arnab Hazra , Gourab Mukherjee

Amortized Bayesian inference trains neural networks to solve stochastic inference problems using model simulations, thereby making it possible to rapidly perform Bayesian inference for any newly observed data. However, current…

Machine Learning · Computer Science 2024-07-16 Manuel Gloeckler , Michael Deistler , Christian Weilbach , Frank Wood , Jakob H. Macke

We present a distributed optimization algorithm for solving online personalized optimization problems over a network of computing and communicating nodes, each of which linked to a specific user. The local objective functions are assumed to…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Ivano Notarnicola , Andrea Simonetto , Francesco Farina , Giuseppe Notarstefano

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

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

In this letter, we study distributed optimization, where a network of agents, abstracted as a directed graph, collaborates to minimize the average of locally-known convex functions. Most of the existing approaches over directed graphs are…

Optimization and Control · Mathematics 2018-06-08 Ran Xin , Usman A. Khan

This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…

Optimization and Control · Mathematics 2021-08-16 Yipeng Pang , Guoqiang Hu

Simulation-based methods for statistical inference have evolved dramatically over the past 50 years, keeping pace with technological advancements. The field is undergoing a new revolution as it embraces the representational capacity of…

Machine Learning · Statistics 2024-10-11 Andrew Zammit-Mangion , Matthew Sainsbury-Dale , Raphaël Huser

Efficient exploration is one of the most important issues in deep reinforcement learning. To address this issue, recent methods consider the value function parameters as random variables, and resort variational inference to approximate the…

Machine Learning · Computer Science 2020-11-04 Haotian Zhang , Yuhao Wang , Jianyong Sun , Zongben Xu

For compressed sensing over arbitrarily connected networks, we consider the problem of estimating underlying sparse signals in a distributed manner. We introduce a new signal model that helps to describe inter-signal correlation among…

Information Theory · Computer Science 2013-10-29 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

As models of cognition grow in complexity and number of parameters, Bayesian inference with standard methods can become intractable, especially when the data-generating model is of unknown analytic form. Recent advances in simulation-based…

Machine Learning · Statistics 2020-07-14 Stefan T. Radev , Andreas Voss , Eva Marie Wieschen , Paul-Christian Bürkner

The concepts of sparsity, and regularised estimation, have proven useful in many high-dimensional statistical applications. Dynamic factor models (DFMs) provide a parsimonious approach to modelling high-dimensional time series, however, it…

Methodology · Statistics 2023-03-22 Luke Mosley , Tak-Shing T. Chan , Alex Gibberd

Submodular optimization is a special class of combinatorial optimization arising in several machine learning problems, but also in cooperative control of complex systems. In this paper, we consider agents in an asynchronous, unreliable and…

Systems and Control · Computer Science 2018-12-17 Andrea Testa , Ivano Notarnicola , Giuseppe Notarstefano

It is crucial to ask how agents can achieve goals by generating action plans using only partial models of the world acquired through habituated sensory-motor experiences. Although many existing robotics studies use a forward model…

Robotics · Computer Science 2020-06-01 Takazumi Matsumoto , Jun Tani