45 research outputs found
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Consensus Over Ergodic Stationary Graph Processes
In this technical note, we provide a necessary and sufficient condition for convergence of consensus algorithms when the underlying graphs of the network are generated by an ergodic and stationary random process. We prove that consensus algorithms converge almost surely, if and only if, the expected graph of the network contains a directed spanning tree. Our results contain the case of independent and identically distributed graph processes as a special case. We also compute the mean and variance of the random consensus value that the algorithm converges to and provide a necessary and sufficient condition for the distribution of the consensus value to be degenerate
Learning without Recall by Random Walks on Directed Graphs
We consider a network of agents that aim to learn some unknown state of the
world using private observations and exchange of beliefs. At each time, agents
observe private signals generated based on the true unknown state. Each agent
might not be able to distinguish the true state based only on her private
observations. This occurs when some other states are observationally equivalent
to the true state from the agent's perspective. To overcome this shortcoming,
agents must communicate with each other to benefit from local observations. We
propose a model where each agent selects one of her neighbors randomly at each
time. Then, she refines her opinion using her private signal and the prior of
that particular neighbor. The proposed rule can be thought of as a Bayesian
agent who cannot recall the priors based on which other agents make inferences.
This learning without recall approach preserves some aspects of the Bayesian
inference while being computationally tractable. By establishing a
correspondence with a random walk on the network graph, we prove that under the
described protocol, agents learn the truth exponentially fast in the almost
sure sense. The asymptotic rate is expressed as the sum of the relative
entropies between the signal structures of every agent weighted by the
stationary distribution of the random walk.Comment: 6 pages, To Appear in Conference on Decision and Control 201
On the mean square error of randomized averaging algorithms
This paper regards randomized discrete-time consensus systems that preserve
the average "on average". As a main result, we provide an upper bound on the
mean square deviation of the consensus value from the initial average. Then, we
apply our result to systems where few or weakly correlated interactions take
place: these assumptions cover several algorithms proposed in the literature.
For such systems we show that, when the network size grows, the deviation tends
to zero, and the speed of this decay is not slower than the inverse of the
size. Our results are based on a new approach, which is unrelated to the
convergence properties of the system.Comment: 11 pages. to appear as a journal publicatio
Fast Averaging
We are interested in the following question: given n numbers x[subscript 1], ..., x[subscript n], what sorts of approximation of average x[subscript ave] = 1overn (x[subscript 1] + ... + x[subscript n]) can be achieved by knowing only r of these n numbers. Indeed the answer depends on the variation in these n numbers. As the main result, we show that if the vector of these n numbers satisfies certain regularity properties captured in the form of finiteness of their empirical moments (third or higher), then it is possible to compute approximation of x[subscript ave] that is within 1 ±ε multiplicative factor with probability at least 1 - δ by choosing, on an average, r = r(ε, δ, σ) of the n numbers at random with r is dependent only on ε, δ and the amount of variation σ in the vector and is independent of n. The task of computing average has a variety of applications such as distributed estimation and optimization, a model for reaching consensus and computing symmetric functions. We discuss implications of the result in the context of two applications: load-balancing in a computational facility running MapReduce, and fast distributed averaging.United States. Defense Advanced Research Projects Agency. Information Theory for Mobile Ad-Hoc Networks Progra
Reach almost sure consensus with only group information
This brief presents a new distributed scheme to solve the consensus problem for a group of agents if neither their absolute states nor inter-agent relative states are available. The new scheme considers a random partition of agents into two subgroups at each step and then uses the relative group representative state as feedback information for the consensus purpose. It is then shown that almost sure consensus can be achieved under the proposed scheme in both discrete time and continuous time. For the discrete time case, almost sure consensus is achieved if and only if the weighting parameter for state update is greater than one. For the continuous time case, almost sure consensus is realized when the weighting parameter is positive. Moreover, it is shown that if a uniform probability is considered for group selection, then the group of agents can reach average consensus in mean.The work of Lin was supported by Zhejiang Provincial Natural Science Foundation of ChinaLR13F030002. The work of Yu was supported in part by the Australian Research Council through Discovery Project DP-130103610, a Queen Elizabeth II Fellowship under Grant DP-110100538, the National Natural Science Foundation of China (61375072), and the Open Research Project (No. ICT1427) of the State Key Laboratory of Industrial Control Technology, Zhejiang University, China
Distributed Estimation and Control of Algebraic Connectivity over Random Graphs
In this paper we propose a distributed algorithm for the estimation and
control of the connectivity of ad-hoc networks in the presence of a random
topology. First, given a generic random graph, we introduce a novel stochastic
power iteration method that allows each node to estimate and track the
algebraic connectivity of the underlying expected graph. Using results from
stochastic approximation theory, we prove that the proposed method converges
almost surely (a.s.) to the desired value of connectivity even in the presence
of imperfect communication scenarios. The estimation strategy is then used as a
basic tool to adapt the power transmitted by each node of a wireless network,
in order to maximize the network connectivity in the presence of realistic
Medium Access Control (MAC) protocols or simply to drive the connectivity
toward a desired target value. Numerical results corroborate our theoretical
findings, thus illustrating the main features of the algorithm and its
robustness to fluctuations of the network graph due to the presence of random
link failures.Comment: To appear in IEEE Transactions on Signal Processin
Consensus and Products of Random Stochastic Matrices: Exact Rate for Convergence in Probability
Distributed consensus and other linear systems with system stochastic
matrices emerge in various settings, like opinion formation in social
networks, rendezvous of robots, and distributed inference in sensor networks.
The matrices are often random, due to, e.g., random packet dropouts in
wireless sensor networks. Key in analyzing the performance of such systems is
studying convergence of matrix products . In this paper, we
find the exact exponential rate for the convergence in probability of the
product of such matrices when time grows large, under the assumption that
the 's are symmetric and independent identically distributed in time.
Further, for commonly used random models like with gossip and link failure, we
show that the rate is found by solving a min-cut problem and, hence, easily
computable. Finally, we apply our results to optimally allocate the sensors'
transmission power in consensus+innovations distributed detection