Related papers: A modified Consensus-Based Optimization model: con…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
This paper presents a consensus algorithm for a multi-agent system where each agent has access to its imperfect own state and neighboring state measurements. The measurements are subject to deterministic disturbances and the proposed…
This article considers a class of disordered mean-field combinatorial optimization problems. We focus on the Gibbs measure, where the inverse temperature does not vary with the size of the graph and the edge weights are sampled from a…
This paper examines the consensus problem on time-varying matrix-weighed undirected networks. First, we introduce the matrix-weighted integral network for the analysis of such networks. Under mild assumptions on the switching pattern of the…
In this paper we study a discrete time consensus model on a connected graph with monotonically increasing peer-pressure and noise perturbed outputs masking a hidden state. We assume that each agent maintains a constant hidden state and a…
This paper is devoted to the study of mean-field limit for systems of indistinguables particles undergoing collision processes. As formulated by Kac \cite{Kac1956} this limit is based on the {\em chaos propagation}, and we (1) prove and…
In this paper, we derive the mean-field limit of a collective dynamics model with time-varying weights, for weight dynamics that preserve the total mass of the system as well as indistinguishability of the agents. The limit equation is a…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…
A consensus-based optimization (CBO) algorithm, which enables derivative and mesh-free optimization, is presented to localize a bioluminescent source. The light propagation is modeled by the radiative transfer equation approximated by…
In this paper, distributed convex optimization problem over non-directed dynamical networks is studied. Here, networked agents with single-integrator dynamics are supposed to rendezvous at a point that is the solution of a global convex…
This paper addresses the distributed optimization of the finite condition number of the Laplacian matrix in multi-agent systems. The finite condition number, defined as the ratio of the largest to the second smallest eigenvalue of the…
Simple yet predictive mathematical models are essential for mechanistic understanding of opinion evolution in social groups. The weighted-median mechanism has recently been proposed as a well-founded alternative to conventional DeGroot-type…
We consider decentralized optimization problems where one aims to minimize a sum of convex smooth objective functions distributed between nodes in the network. The links in the network can change from time to time. For the setting when the…
We analyze the consensus based optimization method proposed by Pinnau et al.(2017) in one dimension. We rigorously provide a quantitative error estimate between the consensus point and global minimizer of a given objective function. Our…
To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…
This paper presents the formulation and analysis of a novel distributed maximum likelihood algorithm that utilizes a first-order optimization scheme. The proposed approach utilizes a static average consensus algorithm to reach agreement on…
In this paper we explore the relationship between dual decomposition and the consensus-based method for distributed optimization. The relationship is developed by examining the similarities between the two approaches and their relationship…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
In the stabilizing consensus problem, each agent of a networked system has an input value and is repeatedly writing an output value; it is required that eventually all the output values stabilize to the same value which, moreover, must be…