Distributed Constrained Recursive Nonlinear Least-Squares Estimation: Algorithms and Asymptotics

This paper focuses on the problem of recursive nonlinear least squares parameter estimation in multi-agent networks, in which the individual agents observe sequentially over time an independent and identically distributed (i.i.d.) time-series consisting of a nonlinear function of the true but unknown parameter corrupted by noise. A distributed recursive estimator of the \emph{consensus} + \emph{innovations} type, namely $\mathcal{CIWNLS}$, is proposed, in which the agents update their parameter estimates at each observation sampling epoch in a collaborative way by simultaneously processing the latest locally sensed information~(\emph{innovations}) and the parameter estimates from other agents~(\emph{consensus}) in the local neighborhood conforming to a pre-specified inter-agent communication topology. Under rather weak conditions on the connectivity of the inter-agent communication and a \emph{global observability} criterion, it is shown that at every network agent, the proposed algorithm leads to consistent parameter estimates. Furthermore, under standard smoothness assumptions on the local observation functions, the distributed estimator is shown to yield order-optimal convergence rates, i.e., as far as the order of pathwise convergence is concerned, the local parameter estimates at each agent are as good as the optimal centralized nonlinear least squares estimator which would require access to all the observations across all the agents at all times. In order to benchmark the performance of the proposed distributed $\mathcal{CIWNLS}$ estimator with that of the centralized nonlinear least squares estimator, the asymptotic normality of the estimate sequence is established and the asymptotic covariance of the distributed estimator is evaluated. Finally, simulation results are presented which illustrate and verify the analytical findings.Comment: 28 pages. Initial Submission: Feb. 2016, Revised: July 2016, Accepted: September 2016, To appear in IEEE Transactions on Signal and Information Processing over Networks: Special Issue on Inference and Learning over Network

Tubular Surface Evolution for Segmentation of the Cingulum Bundle From DW-MRI

Presented at the 2nd MICCAI Workshop on Mathematical Foundations of Computational Anatomy: Geometrical and Statistical Methods for Biological Shape Variability Modeling, September 6th, 2008, Kimmel Center, New York, USA.This work provides a framework for modeling and extracting the Cingulum Bundle (CB) from Diffusion-Weighted Imagery (DW-MRI) of the brain. The CB is a tube-like structure in the brain that is of potentially of tremendous importance to clinicians since it may be helpful in diagnosing Schizophrenia. This structure consists of a collection of fibers in the brain that have locally similar diffusion patterns, but vary globally. Standard region-based segmentation techniques adapted to DW-MRI are not suitable here because the diffusion pattern of the CB cannot be described by a global set of simple statistics. Active surface models extended to DW-MRI are not suitable since they allow for arbitrary deformations that give rise to unlikely shapes, which do not respect the tubular geometry of the CB. In this work, we explicitly model the CB as a tube-like surface and construct a general class of energies defined on tube-like surfaces. An example energy of our framework is optimized by a tube that encloses a region that has locally similar diffusion patterns, which differ from the diffusion patterns immediately outside. Modeling the CB as a tube-like surface is a natural shape prior. Since a tube is characterized by a center-line and a radius function, the method is reduced to a 4D (center-line plus radius) curve evolution that is computationally much less costly than an arbitrary surface evolution. The method also provides the center-line of CB, which is potentially of clinical significance

Theories for influencer identification in complex networks

In social and biological systems, the structural heterogeneity of interaction networks gives rise to the emergence of a small set of influential nodes, or influencers, in a series of dynamical processes. Although much smaller than the entire network, these influencers were observed to be able to shape the collective dynamics of large populations in different contexts. As such, the successful identification of influencers should have profound implications in various real-world spreading dynamics such as viral marketing, epidemic outbreaks and cascading failure. In this chapter, we first summarize the centrality-based approach in finding single influencers in complex networks, and then discuss the more complicated problem of locating multiple influencers from a collective point of view. Progress rooted in collective influence theory, belief-propagation and computer science will be presented. Finally, we present some applications of influencer identification in diverse real-world systems, including online social platforms, scientific publication, brain networks and socioeconomic systems.Comment: 24 pages, 6 figure

The stochastic goodwill problem

Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionary launching