Network


Latest external collaboration on country level. Dive into details by clicking on the dots.

Hotspot


Dive into the research topics where Mengdi Wang is active.

Publication


Featured researches published by Mengdi Wang.


IEEE Journal of Selected Topics in Signal Processing | 2015

A Distributed Tracking Algorithm for Reconstruction of Graph Signals

Xiaohan Wang; Mengdi Wang; Yuantao Gu

The rapid development of signal processing on graphs provides a new perspective for processing large-scale data associated with irregular domains. In many practical applications, it is necessary to handle massive data sets through complex networks, in which most nodes have limited computing power. Designing efficient distributed algorithms is critical for this task. This paper focuses on the distributed reconstruction of a time-varying bandlimited graph signal based on observations sampled at a subset of selected nodes. A distributed least square reconstruction (DLSR) algorithm is proposed to recover the unknown signal iteratively, by allowing neighboring nodes to communicate with one another and make fast updates. DLSR uses a decay scheme to annihilate the out-of-band energy occurring in the reconstruction process, which is inevitably caused by the transmission delay in distributed systems. Proof of convergence and error bounds for DLSR are provided in this paper, suggesting that the algorithm is able to track time-varying graph signals and perfectly reconstruct time-invariant signals. The DLSR algorithm is numerically experimented with synthetic data and real-world sensor network data, which verifies its ability in tracking slowly time-varying graph signals.


Mathematical Programming | 2017

Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions

Mengdi Wang; Ethan X. Fang; Han Liu

Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value functions, i.e., the problem


Siam Journal on Optimization | 2016

Stochastic First-Order Methods with Random Constraint Projection

Mengdi Wang; Dimitri P. Bertsekas


Mathematics of Operations Research | 2014

Stabilization of Stochastic Iterative Methods for Singular and Nearly Singular Linear Systems

Mengdi Wang; Dimitri P. Bertsekas

\min _x \mathbf{E}_v\left[ f_v\big (\mathbf{E}_w [g_w(x)]\big ) \right] .


Mathematical Programming | 2018

Near-optimal stochastic approximation for online principal component estimation

Chris Junchi Li; Mengdi Wang; Han Liu; Tong Zhang


Stochastic Systems | 2013

On the convergence of simulation-based iterative methods for solving singular linear systems

Mengdi Wang; Dimitri P. Bertsekas

minxEvfv(Ew[gw(x)]). In order to solve this stochastic composition problem, we propose a class of stochastic compositional gradient descent (SCGD) algorithms that can be viewed as stochastic versions of quasi-gradient method. SCGD update the solutions based on noisy sample gradients of


international conference on acoustics, speech, and signal processing | 2015

Averaging random projection: A fast online solution for large-scale constrained stochastic optimization

Jialin Liu; Yuantao Gu; Mengdi Wang


international conference on acoustics, speech, and signal processing | 2014

Learning distributed jointly sparse systems by collaborative LMS

Yuantao Gu; Mengdi Wang

f_v,g_{w}


Archive | 2012

A Quasi Monte Carlo method for large-scale inverse problems

Nick Polydorides; Mengdi Wang; Dimitri P. Bertsekas


Mathematical Programming | 2015

Incremental constraint projection methods for variational inequalities

Mengdi Wang; Dimitri P. Bertsekas

fv,gw and use an auxiliary variable to track the unknown quantity

Collaboration


Dive into the Mengdi Wang's collaboration.

Top Co-Authors

Avatar

Dimitri P. Bertsekas

Massachusetts Institute of Technology

View shared research outputs
Top Co-Authors

Avatar

Han Liu

Princeton University

View shared research outputs
Top Co-Authors

Avatar
Top Co-Authors

Avatar
Top Co-Authors

Avatar

Lin F. Yang

Johns Hopkins University

View shared research outputs
Top Co-Authors

Avatar

Tuo Zhao

Johns Hopkins University

View shared research outputs
Top Co-Authors

Avatar
Top Co-Authors

Avatar
Top Co-Authors

Avatar
Top Co-Authors

Avatar

Anru Zhang

University of Pennsylvania

View shared research outputs
Researchain Logo
Decentralizing Knowledge