Stochastic

Journal Papers

  • V. Kungurtsev, M. Morafah, T. Javidi, and G. Scutari, “Decentralized Asynchronous Non-convex Stochastic Optimization on Directed Graphs,” IEEE Trans. on Control of Network Systems, vol. 10, no. 4, pp. 1796–1804, 2023 [DOI].
  • Y. Yang, G. Scutari, D. Palomar, and M. Pesavento, “A Parallel Stochastic Approximation Method for Nonconvex Multi-Agent Optimization Problems,” IEEE Trans. on Signal Processing, vol. 64, no. 11, pp. 2949–2964, June 2016 [DOI].

Refereed Conference Papers

  • A. Agafonov, P. Dvurechensky, G. Scutari, A. Gasnikov, D. Kamzolov, A. Lukashevich, and A. Daneshmand, “An Accelerated Second-Order Method for Distributed Stochastic Optimization,” Proc. of the 60th IEEE Conference on Decision and Control (CDC), 14–17 Dec. 2021, Austin, TX, USA.
  • A. Mokhtari, A. Koppel, G. Scutari, and A. Ribeiro, “Large-scale Nonconvex Stochastic Optimization by Doubly Stochastic Successive Convex Approximation,” Proc. of the 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP17), March 5–9, 2017, New Orleans, USA.
  • Y. Yang, G. Scutari, and D. Palomar, “Parallel Stochastic Decomposition Algorithms for Multi-Agent Systems,” Proc. of the 14th IEEE Workshop on Signal Processing Advances in Wireless Communications (SPAWC13), pp. 180–184, June 16–19, 2013, Darmstadt, Germany.
  • L. Pescosolido, S. Barbarossa, and G. Scutari, “Average Consensus Algorithms Robust Against Channel Noise,” Proc. of the 9th IEEE Workshop on Signal Processing Advances in Wireless Communications (SPAWC08), pp. 261–265, July 7–9, 2008, Recife, Brazil.