TY - GEN
T1 - Distributed Gaussian learning over time-varying directed graphs
AU - Nedich, Angelia
AU - Olshevsky, Alex
AU - Uribe, Cesar A.
N1 - Funding Information:
This research is supported partially by the National Science Foundation under grants no. CNS 15-44953 and no. CMMI-1463262, and by the Office of Naval Research under grant no. N00014-12-1-0998
Publisher Copyright:
© 2016 IEEE.
PY - 2017/3/1
Y1 - 2017/3/1
N2 - We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We show a convergence rate of O(1/k) with the constant term depending on the number of agents and the topology of the network. Moreover, we show almost sure convergence to the optimal solution of the estimation problem for the general case of time-varying directed graphs.
AB - We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We show a convergence rate of O(1/k) with the constant term depending on the number of agents and the topology of the network. Moreover, we show almost sure convergence to the optimal solution of the estimation problem for the general case of time-varying directed graphs.
UR - http://www.scopus.com/inward/record.url?scp=85016269504&partnerID=8YFLogxK
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U2 - 10.1109/ACSSC.2016.7869674
DO - 10.1109/ACSSC.2016.7869674
M3 - Conference contribution
AN - SCOPUS:85016269504
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 1710
EP - 1714
BT - Conference Record of the 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
A2 - Matthews, Michael B.
PB - IEEE Computer Society
T2 - 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
Y2 - 6 November 2016 through 9 November 2016
ER -