613 citations · 2k across the 113 of their papers we have counts for
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SLANTS: Sequential Adaptive Nonlinear Modeling of Vector Time Series
Qiuyi Han, Jie Ding, Edoardo Airoldi +1
We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underl…
On Sequential Elimination Algorithms for Best-Arm Identification in Multi-Armed Bandits
Shahin Shahrampour, Mohammad Noshad, Vahid Tarokh
We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and t…
Multiple Change Point Analysis: Fast Implementation And Strong Consistency
Jie Ding, Yu Xiang, Lu Shen +1
One of the main challenges in identifying structural changes in stochastic processes is to carry out analysis for time series with dependency structure in a computationally tractab…
Convergence of Limited Communications Gradient Methods
Sindri Magnusson, Chinwendu Enyioha, Na Li +2
Distributed optimization increasingly plays a central role in economical and sustainable operation of cyber-physical systems. Nevertheless, the complete potential of the technology…
Robustness Analysis for an Online Decentralized Descent Power allocation algorithm
Chinwendu Enyioha, Sindri Magnusson, Kathryn Heal +3
As independent service providers shift from conventional energy to renewable energy sources, the power distribution system will likely experience increasingly significant fluctuati…
Distributed Resource Allocation Using One-Way Communication with Applications to Power Networks
Sindri Magnusson, Chinwendu Enyioha, Kathryn Heal +3
Typical coordination schemes for future power grids require two-way communications. Since the number of end power-consuming devices is large, the bandwidth requirements for such tw…