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Unbiased random vectors i.e. distributed uniformly in n-dimensional space, are widely applied and the computational cost of generating a vector increases only linearly with n. On the other hand, generating uniformly distributed random…
This paper discusses distributed approaches for the solution of random convex programs (RCP). RCPs are convex optimization problems with a (usually large) number N of randomly extracted constraints; they arise in several applicative areas,…
Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…
Random projection algorithm is an iterative gradient method with random projections. Such an algorithm is of interest for constrained optimization when the constraint set is not known in advance or the projection operation on the whole…
In this paper, we consider distributed optimization problems where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we…
Locating source of diffusion in networks is crucial for controlling and preventing epidemic risks. It has been studied under various probabilistic models. In this paper, we study source location from a deterministic point of view by…
We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…
We address here the problem of generating random graphs uniformly from the set of simple connected graphs having a prescribed degree sequence. Our goal is to provide an algorithm designed for practical use both because of its ability to…
A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…
Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…
This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…
We study the problem of Distributionally Robust Constrained RL (DRC-RL), where the goal is to maximize the expected reward subject to environmental distribution shifts and constraints. This setting captures situations where training and…
We propose distributed solutions to the problem of Robust Subspace Recovery (RSR). Our setting assumes a huge dataset in an ad hoc network without a central processor, where each node has access only to one chunk of the dataset.…
We study a new parametric family of distributions on the ordered simplex $\nabla^{d-1} = \{y \in \mathbb{R}^d: y_1 \geq \dots \geq y_d \geq 0, \sum_{k=1}^d y_k = 1\}$, which we call Generalized Rank Dirichlet (GRD) distributions. Their…
This paper is concerned with multi-agent optimization problem. A distributed randomized gradient-free mirror descent (DRGFMD) method is developed by introducing a randomized gradient-free oracle in the mirror descent scheme where the…
Wasserstein \textbf{D}istributionally \textbf{R}obust \textbf{O}ptimization (DRO) is concerned with finding decisions that perform well on data that are drawn from the worst-case probability distribution within a Wasserstein ball centered…
We study the distributions of the random Dirichlet series with parameters $(s, \beta)$ defined by $$ S=\sum_{n=1}^{\infty}\frac{I_n}{n^s}, $$ where $(I_n)$ is a sequence of independent Bernoulli random variables, $I_n$ taking value $1$ with…
Nowadays, massive datasets are typically dispersed across multiple locations, encountering dual challenges of high dimensionality and huge sample size. Therefore, it is necessary to explore sufficient dimension reduction (SDR) methods for…
In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…
A recourse action aims to explain a particular algorithmic decision by showing one specific way in which the instance could be modified to receive an alternate outcome. Existing recourse generation methods often assume that the machine…