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math.OC2022
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…
math.OC2022
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…