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We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…

Machine Learning · Statistics 2018-07-03 John Duchi , Peter Glynn , Hongseok Namkoong

A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Xinliang Ma , Weihua Liu , Bingying Jin

In this paper, we propose the primal-dual method of multipliers (PDMM) for distributed optimization over a graph. In particular, we optimize a sum of convex functions defined over a graph, where every edge in the graph carries a linear…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-02-06 G. Zhang , R. Heusdens

A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the…

Systems and Control · Computer Science 2014-07-02 Nikola Bogdanović , Jorge Plata-Chaves , Kostas Berberidis

Optimal control problems including partial differential equation (PDE) as well as integer constraints merge the combinatorial difficulties of integer programming and the challenges related to large-scale systems resulting from discretized…

Numerical Analysis · Mathematics 2021-09-09 Dominik Garmatter , Margherita Porcelli , Francesco Rinaldi , Martin Stoll

Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent…

Machine Learning · Computer Science 2014-08-12 Michael A. Finegold , Mathias Drton

We introduce a general framework for estimation of inverse covariance, or precision, matrices from heterogeneous populations. The proposed framework uses a Laplacian shrinkage penalty to encourage similarity among estimates from disparate,…

Machine Learning · Statistics 2016-01-05 Takumi Saegusa , Ali Shojaie

This paper considers the problem of decentralized, personalized federated learning. For centralized personalized federated learning, a penalty that measures the deviation from the local model and its average, is often added to the objective…

We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an…

Optimization and Control · Mathematics 2023-03-20 Yu-Guan Hsieh , Yassine Laguel , Franck Iutzeler , Jérôme Malick

In this paper, we investigate the diffusion least mean square (DLMS) algorithm over fading channel, where in addition to channel noise and path-loss the inter-node-interference (INI) among neighboring nodes of a host node is also taken into…

Signal Processing · Electrical Eng. & Systems 2023-03-21 Mohammadjavad Mirzazadeh Moallem , Mehdi Korki

This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…

Optimization and Control · Mathematics 2023-06-13 Kaixin Du , Min Meng

Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…

Methodology · Statistics 2020-01-29 Fan Wang , Sach Mukherjee , Sylvia Richardson , Steven M. Hill

Decentralized LLM inference distributes computation among heterogeneous nodes across the internet, offering a performant and cost-efficient solution, alternative to traditional centralized inference. However, the low cross-node network…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-06 Jiu Chen , Shuangyan Yang , Xu Xiong , Hexiao Duan , Xinran Zhang , Jie Ren , Dong Li

This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…

Optimization and Control · Mathematics 2022-03-04 Dinesh Krishnamoorthy , Vyacheslav Kungurtsev

Modern data-driven and distributed learning frameworks deal with diverse massive data generated by clients spread across heterogeneous environments. Indeed, data heterogeneity is a major bottleneck in scaling up many distributed learning…

Machine Learning · Computer Science 2023-08-23 Amirhossein Reisizadeh , Khashayar Gatmiry , Asuman Ozdaglar

Non-Gaussian likelihoods are essential for modelling complex real-world observations but pose significant computational challenges in learning and inference. Even with Gaussian priors, non-Gaussian likelihoods often lead to analytically…

Machine Learning · Statistics 2024-10-29 Thang D. Bui

Estimating the number of communities is a fundamental problem in network analysis under the stochastic block model (SBM). In this paper, we study penalized estimators for this task based on normalized likelihood criteria. We show that a…

Statistics Theory · Mathematics 2026-04-14 Andressa Cerqueira , Felipe Baptistão

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We study two practically important cases of model based clustering using Gaussian Mixture Models: (1) when there is misspecification and (2) on high dimensional data, in the light of recent advances in Gradient Descent (GD) based…

Machine Learning · Statistics 2020-07-28 Siva Rajesh Kasa , Vaibhav Rajan

In this work we analyze the mean-square performance of different strategies for distributed estimation over least-mean-squares (LMS) adaptive networks. The results highlight some useful properties for distributed adaptation in comparison to…

Information Theory · Computer Science 2015-06-05 Xiaochuan Zhao , Ali H. Sayed
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