相关论文: Accelerating Distributed Stochastic Optimization v…

We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…

Performing random walks in networks is a fundamental primitive that has found numerous applications in communication networks such as token management, load balancing, network topology discovery and construction, search, and peer-to-peer…

We study a distributed framework for stochastic optimization which is inspired by models of collective motion found in nature (e.g., swarming) with mild communication requirements. Specifically, we analyze a scheme in which each one of $N >…

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the…

Stochastic-gradient MCMC methods enable scalable Bayesian posterior sampling but often suffer from sensitivity to minibatch size and gradient noise. To address this, we propose Stochastic Gradient Lattice Random Walk (SGLRW), an extension…

We develop a first-order (pseudo-)gradient approach for optimizing functions over the stationary distribution of discrete-time Markov chains (DTMC). We give insights into why solving this optimization problem is challenging and show how…

We argue that existing training-free segmentation methods rely on an implicit and limiting assumption, that segmentation is a spectral graph partitioning problem over diffusion-derived affinities. Such approaches, based on global graph…

The Semi-Markov property of Continuous Time Random Walks (CTRWs) and their limit processes is utilized, and the probability distributions of the bivariate Markov process $(X(t),V(t))$ are calculated: $X(t)$ is a CTRW limit and $V(t)$ a…

We present an algorithm for the problem of linear distributed estimation of a parameter in a network where a set of agents are successively taking measurements. The approach considers a roaming token in a network that carries the estimate,…

In this paper we study the effect of stochastic errors on two constrained incremental sub-gradient algorithms. We view the incremental sub-gradient algorithms as decentralized network optimization algorithms as applied to minimize a sum of…

Our objective is to sample the node set of a large unknown graph via crawling, to accurately estimate a given metric of interest. We design a random walk on an appropriately defined weighted graph that achieves high efficiency by…

We consider an elementary model for self-organised criticality, the activated random walk on the complete graph. We introduce a discrete time Markov chain as follows. At each time step, we add an active particle at a random vertex and let…

Sampling a network with a given probability distribution has been identified as a useful operation. In this paper we propose distributed algorithms for sampling networks, so that nodes are selected by a special node, called the…

This paper considers stochastic-constrained stochastic optimization where the stochastic constraint is to satisfy that the expectation of a random function is below a certain threshold. In particular, we study the setting where data samples…

This paper addresses consensus optimization problems in a multi-agent network, where all agents collaboratively find a minimizer for the sum of their private functions. We develop a new decentralized algorithm in which each agent…

In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…

Let \xi_0,\xi_1,...,\xi_{\omega-1} be observations from the hidden Markov model with probability distribution P^{\theta_0}, and let \xi_{\omega},\xi_{\omega+1},... be observations from the hidden Markov model with probability distribution…

We develop parallel algorithms for simulating zeroth-order (aka gradient-free) Metropolis Markov chains based on the Picard map. For Random Walk Metropolis Markov chains targeting log-concave distributions $\pi$ on $\mathbb{R}^d$, our…

The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…