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Kalman Filters (KF) are fundamental to real-time state estimation applications, including radar-based tracking systems used in modern driver assistance and safety technologies. In a linear dynamical system with Gaussian noise distributions…

Robotics · Computer Science 2024-11-27 Arian Mehrfard , Bharanidhar Duraisamy , Stefan Haag , Florian Geiss

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

Federated Learning (FL) is a well-known framework for successfully performing a learning task in an edge computing scenario where the devices involved have limited resources and incomplete data representation. The basic assumption of FL is…

Machine Learning · Computer Science 2023-12-08 Lorenzo Valerio , Chiara Boldrini , Andrea Passarella , János Kertész , Márton Karsai , Gerardo Iñiguez

Federated learning (FL) has attracted increasing attention in recent years. As a privacy-preserving collaborative learning paradigm, it enables a broader range of applications, especially for computer vision and natural language processing…

Machine Learning · Computer Science 2020-11-24 Yilun Lin , Chaochao Chen , Cen Chen , Li Wang

In this study, we explore the innovative domain of Quantum Federated Learning (QFL) as a framework for training Quantum Machine Learning (QML) models via distributed networks. Conventional machine learning models frequently grapple with…

We introduce cooperative sequential state space estimation in the domain of augmented complex statistics, whereby nodes in a network collaborate locally to estimate noncircular complex signals. For rigour, a distributed augmented (widely…

Systems and Control · Computer Science 2013-11-19 Dahir H. Dini , Sithan Kanna , Danilo P. Mandic

Federated Learning(FL) is popular as a privacy-preserving machine learning paradigm for generating a single model on decentralized data. However, statistical heterogeneity poses a significant challenge for FL. As a subfield of FL,…

Machine Learning · Computer Science 2024-10-22 Keting Yin , Jiayi Mao

Federated learning (FL) is a promising paradigm to enable privacy-preserving deep learning from distributed data. Most previous works are based on federated average (FedAvg), which, however, faces several critical issues, including a high…

Machine Learning · Computer Science 2022-03-15 Lumin Liu , Jun Zhang , S. H. Song , Khaled B. Letaief

We present the collaborative Kalman filter (CKF), a dynamic model for collaborative filtering and related factorization models. Using the matrix factorization approach to collaborative filtering, the CKF accounts for time evolution by…

Machine Learning · Statistics 2015-01-23 San Gultekin , John Paisley

Data protection across organizations is limiting the application of centralized learning (CL) techniques. Federated learning (FL) enables multiple participants to build a learning model without sharing data. Nevertheless, there are very few…

Machine Learning · Computer Science 2021-01-29 Ning Ge , Guanghao Li , Li Zhang , Yi Liu Yi Liu

In this paper, a distributed Kalman filtering (DKF) algorithm is proposed based on a diffusion strategy, which is used to track an unknown signal process in sensor networks cooperatively. Unlike the centralized algorithms, no fusion center…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Siyu Xie , Die Gan , Zhixin Liu

The Kalman filter (KF) is a widely-used algorithm for tracking dynamic systems that are captured by state space (SS) models. The need to fully describe a SS model limits its applicability under complex settings, e.g., when tracking based on…

Signal Processing · Electrical Eng. & Systems 2023-04-21 Itay Buchnik , Damiano Steger , Guy Revach , Ruud J. G. van Sloun , Tirza Routtenberg , Nir Shlezinger

As a promising distributed machine learning paradigm, Federated Learning (FL) enables all the involved devices to train a global model collaboratively without exposing their local data privacy. However, for non-IID scenarios, the…

Machine Learning · Computer Science 2022-02-28 Ming Hu , Tian Liu , Zhiwei Ling , Zhihao Yue , Mingsong Chen

Federated learning (FL) enables collaboratively training deep learning models on decentralized data. However, there are three types of heterogeneities in FL setting bringing about distinctive challenges to the canonical federated learning…

Machine Learning · Computer Science 2020-09-18 Tao Shen , Jie Zhang , Xinkang Jia , Fengda Zhang , Gang Huang , Pan Zhou , Kun Kuang , Fei Wu , Chao Wu

This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…

Machine Learning · Statistics 2023-11-23 Cédric Travelletti , Jörg Franke , David Ginsbourger , Stefan Brönnimann

This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities…

Numerical Analysis · Mathematics 2020-07-03 Andrey A Popov , Changhong Mou , Traian Iliescu , Adrian Sandu

Federated Learning (FL) is a privacy-protected machine learning paradigm that allows model to be trained directly at the edge without uploading data. One of the biggest challenges faced by FL in practical applications is the heterogeneity…

Machine Learning · Computer Science 2021-08-20 Zirui Zhu , Ziyi Ye

Multi-kernel learning (MKL) exhibits well-documented performance in online non-linear function approximation. Federated learning enables a group of learners (called clients) to train an MKL model on the data distributed among clients to…

Machine Learning · Computer Science 2023-11-10 Pouya M. Ghari , Yanning Shen

The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…

Methodology · Statistics 2021-08-04 Maria Jahja , David C. Farrow , Roni Rosenfeld , Ryan J. Tibshirani

Data assimilation is concerned with sequentially estimating a temporally-evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and…

Machine Learning · Statistics 2021-07-21 Yuming Chen , Daniel Sanz-Alonso , Rebecca Willett