相关论文: Scaling laws for consensus protocols subject to no…
Stochastic optimization is a vital field in the realm of mathematical optimization, finding applications in diverse areas ranging from operations research to machine learning. In this paper, we introduce a novel first-order optimization…
Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…
We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…
A hidden Markov model is called observable if distinct initial laws give rise to distinct laws of the observation process. Observability implies stability of the nonlinear filter when the signal process is tight, but this need not be the…
In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
The existence of adversarial data examples has drawn significant attention in the deep-learning community; such data are seemingly minimally perturbed relative to the original data, but lead to very different outputs from a deep-learning…
We study the robustness of conformal prediction, a powerful tool for uncertainty quantification, to label noise. Our analysis tackles both regression and classification problems, characterizing when and how it is possible to construct…
We analyze a distributed algorithm for estimation of scalar parameters belonging to nodes in a mobile network from noisy relative measurements. The motivation comes from the problem of clock skew and offset estimation for the purpose of…
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…
This paper presents a finite time convergence analysis for a decentralized stochastic approximation (SA) scheme. The scheme generalizes several algorithms for decentralized machine learning and multi-agent reinforcement learning. Our proof…
Denoising diffusion probabilistic models and score-matching models have proven to be very powerful for generative tasks. While these approaches have also been applied to the generation of discrete graphs, they have, so far, relied on…
This paper studies the consensus problem of general linear discrete-time multi-agent systems (MAS) with input constraints and bounded time-varying communication delays. We propose a robust distributed model predictive control (DMPC)…
In this article, we present a finite time stopping criterion for consensus algorithms in networks with dynamic communication topology. Recent results provide asymptotic convergence to the consensus algorithm. However, the asymptotic…
We consider a general model of unitary parameter estimation in presence of Markovian noise, where the parameter to be estimated is associated with the Hamiltonian part of the dynamics. In absence of noise, unitary parameter can be estimated…
Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…
We study networks with linear dynamics where the presence of symmetries of the pair (A,B) induces a partition of the network nodes in clusters and the matrix A is not restricted to be in Laplacian form. For these networks, an invariant…
We analyze transport on a graph with multiple constraints and where the weight of the edges connecting the nodes is a dynamical variable. The network dynamics results from the interplay between a nonlinear function of the flow, dissipation,…
Given a unichain Markov reward process (MRP), we provide an explicit expression for the bias values in terms of mean first passage times. This result implies a generalization of known Markov chain perturbation bounds for the stationary…
In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adaptive model selection procedure is proposed. A sharp…