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Linear approximation commonly used in solving alternating-current optimal power flow (AC-OPF) simplifies the system models but incurs accumulated voltage errors in large power networks. Such errors will make the primal-dual type gradient…
Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…
Variational Bayesian (VB) methods produce posterior inference in a time frame considerably smaller than traditional Markov Chain Monte Carlo approaches. Although the VB posterior is an approximation, it has been shown to produce good…
The fundamental theorem behind financial markets is that stock prices are intrinsically complex and stochastic. One of the complexities is the volatility associated with stock prices. Volatility is a tendency for prices to change…
We study adaptive aggregation for heterogeneous local SGD in convex finite-sum optimization, allowing heterogeneous local horizons, minibatch sizes, gradient noise, and participation. We introduce HEW-Local SGD, a corrected local-SGD method…
This paper considers the maximization of information rates for the Gaussian frequency-selective interference channel, subject to power and spectral mask constraints on each link. To derive decentralized solutions that do not require any…
Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…
Score-driven models update time-varying parameters using conditional likelihood scores. This paper develops a Bayesian interpretation of such updates through Tweedie's formula, which connects posterior mean corrections with marginal scores.…
Accurate forecasting of the Volatility-Covariance Matrix (VCV) is central to regulatory capital adequacy processes such as the Internal Capital Adequacy Assessment Process (ICAAP) and the Comprehensive Capital Analysis and Review (CCAR).…
Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…
The random dot product graph is a popular model for network data with extensions that accommodate dynamic (time-varying) networks. However, two significant deficiencies exist in the dynamic random dot product graph literature: (1) no…
It is well known that matched filtering techniques cannot be applied for searching extensive parameter space volumes for continuous gravitational wave signals. This is the reason why alternative strategies are being pursued. Hierarchical…
Non-cooperative game theory provides a robust framework for analyzing distributed resource allocation in multi-user wireless networks, with \emph{Iterative Water-Filling} (IWF) emerging as a canonical solution for power control problems.…
Graphical forecasting models learn the structure of time series data via projecting onto a graph, with recent techniques capturing spatial-temporal associations between variables via edge weights. Hierarchical variants offer a distinct…
Heteroscedastic regression models a Gaussian variable's mean and variance as a function of covariates. Parametric methods that employ neural networks for these parameter maps can capture complex relationships in the data. Yet, optimizing…
Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…
Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such…
Climate events arise from intricate, multivariate dynamics governed by global-scale drivers, profoundly impacting food, energy, and infrastructure. Yet, accurate weather prediction remains elusive due to physical processes unfolding across…
Normalizing Flows (NF) are Generative models which transform a simple prior distribution into the desired target. They however require the design of an invertible mapping whose Jacobian determinant has to be computable. Recently introduced,…
In the wireless sensor networks composed of battery-powered sensor nodes, one of the main issues is how to save power consumption at each node. The usual approach to this problem is to activate only necessary nodes (e.g., those nodes which…