134 citations · 553 across the 48 of their papers we have counts for
3 papers · 2 filters
Nonlinear consensus+innovations under correlated heavy-tailed noises: Mean square convergence rate and asymptotics
Manojlo Vukovic, Dusan Jakovetic, Dragana Bajovic +1
We consider distributed recursive estimation of consensus+innovations type in the presence of heavy-tailed sensing and communication noises. We allow that the sensing and communica…
A Hessian inversion-free exact second order method for distributed consensus optimization
Dusan Jakovetic, Natasa Krejic, Natasa Krklec Jerinkic
We consider a standard distributed consensus optimization problem where a set of agents connected over an undirected network minimize the sum of their individual local strongly con…
Nonlinear gradient mappings and stochastic optimization: A general framework with applications to heavy-tail noise
Dusan Jakovetic, Dragana Bajovic, Anit Kumar Sahu +3
We introduce a general framework for nonlinear stochastic gradient descent (SGD) for the scenarios when gradient noise exhibits heavy tails. The proposed framework subsumes several…