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Asynchronous Approximation of a Single Component of the Solution to a Linear System

By Christina E. Lee, Asuman Ozdaglar, Devavrat Shah

We present a distributed asynchronous algorithm for approximating a single component of the solution to a system of linear equations $Ax = b$, where $A$ is a positive definite real matrix, and $b \in ...

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Online Supervised Subspace Tracking

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We present a framework for supervised subspace tracking, when there are two time series $x_t$ and $y_t$, one being the high-dimensional predictors and the other being the response variables and the su...

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Stochastic Belief Propagation: A Low-Complexity Alternative to the Sum-Product Algorithm

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The sum-product or belief propagation (BP) algorithm is a widely-used message-passing algorithm for computing marginal distributions in graphical models with discrete variables. At the core of the BP ...

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