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We study the value of information in sequential compressed sensing by characterizing the performance of sequential information guided sensing in practical scenarios when information is inaccurate. In particular, we assume the signal…

Information Theory · Computer Science 2015-09-02 Ruiyang Song , Yao Xie , Sebastian Pokutta

Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…

Methodology · Statistics 2025-12-30 Shaoxin Wang , Ziyun Ma

We consider distributed estimation of a Gaussian vector with a linear observation model in an inhomogeneous wireless sensor network, where a fusion center (FC) reconstructs the unknown vector, using a linear estimator. Sensors employ…

Information Theory · Computer Science 2016-08-24 Alireza Sani , Azadeh Vosoughi

In interference channels, channel state information (CSI) can be exploited to reduce the interference signal dimensions and thus achieve the optimal capacity scaling, i.e. degrees of freedom, promised by the interference alignment…

Information Theory · Computer Science 2017-01-03 Zhinan Xu , Markus Hofer , Thomas Zemen

Recent work has generalized several results concerning the well-understood spiked Wigner matrix model of a low-rank signal matrix corrupted by additive i.i.d. Gaussian noise to the inhomogeneous case, where the noise has a variance profile.…

Statistics Theory · Mathematics 2025-10-10 Debsurya De , Dmitriy Kunisky

This paper considers inference over distributed linear Gaussian models using factor graphs and Gaussian belief propagation (BP). The distributed inference algorithm involves only local computation of the information matrix and of the mean…

Machine Learning · Statistics 2018-01-01 Jian Du , Shaodan Ma , Yik-Chung Wu , Soummya Kar , José M. F. Moura

This paper studies the problem of nonparametric estimation of a smooth function with data distributed across multiple machines. We assume an independent sample from a white noise model is collected at each machine, and an estimator of the…

Machine Learning · Statistics 2018-06-26 Yuancheng Zhu , John Lafferty

This paper establishes optimal convergence rates for estimation of structured covariance operators of Gaussian processes. We study banded operators with kernels that decay rapidly off-the-diagonal and $L^q$-sparse operators with an…

Statistics Theory · Mathematics 2025-07-01 Omar Al-Ghattas , Jiaheng Chen , Daniel Sanz-Alonso , Nathan Waniorek

We present and analyze a stochastic distributed method (S-NEAR-DGD) that can tolerate inexact computation and inaccurate information exchange to alleviate the problems of costly gradient evaluations and bandwidth-limited communication in…

Optimization and Control · Mathematics 2021-02-02 Charikleia Iakovidou , Ermin Wei

Recently, there has been an increasing interest in designing distributed convex optimization algorithms under the setting where the data matrix is partitioned on features. Algorithms under this setting sometimes have many advantages over…

Machine Learning · Computer Science 2016-12-05 Zihao Chen , Luo Luo , Zhihua Zhang

We analyse the learning performance of Distributed Gradient Descent in the context of multi-agent decentralised non-parametric regression with the square loss function when i.i.d. samples are assigned to agents. We show that if agents hold…

Machine Learning · Statistics 2019-11-14 Dominic Richards , Patrick Rebeschini

Linear fusion is a cornerstone of estimation theory. Implementing optimal linear fusion requires knowledge of the covariance of the vector of errors associated with all the estimators. In distributed or cooperative systems, the…

Signal Processing · Electrical Eng. & Systems 2025-01-15 Colin Cros , Pierre-Olivier Amblard , Christophe Prieur , Jean-François Da Rocha

We consider distributed parameter estimation using interactive protocols subject to local information constraints such as bandwidth limitations, local differential privacy, and restricted measurements. We provide a unified framework…

Data Structures and Algorithms · Computer Science 2022-11-17 Jayadev Acharya , Clément L. Canonne , Ziteng Sun , Himanshu Tyagi

This paper considers distributed optimization algorithms, with application in binary classification via distributed support-vector-machines (D-SVM) over multi-agent networks subject to some link nonlinearities. The agents solve a…

Systems and Control · Electrical Eng. & Systems 2023-04-14 Mohammadreza Doostmohammadian , Alireza Aghasi , Houman Zarrabi

We study sparse linear regression over a network of agents, modeled as an undirected graph and no server node. The estimation of the $s$-sparse parameter is formulated as a constrained LASSO problem wherein each agent owns a subset of the…

Machine Learning · Computer Science 2024-12-30 Marie Maros , Gesualdo Scutari , Ying Sun , Guang Cheng

We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…

Optimization and Control · Mathematics 2024-04-23 Yaqun Yang , Jinlong Lei

We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…

Multiagent Systems · Computer Science 2018-05-11 Gianluigi Pillonetto , Luca Schenato , Damiano Varagnolo

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

In recent years, sparse principal component analysis has emerged as an extremely popular dimension reduction technique for high-dimensional data. The theoretical challenge, in the simplest case, is to estimate the leading eigenvector of a…

Statistics Theory · Mathematics 2016-09-29 Tengyao Wang , Quentin Berthet , Richard J. Samworth
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