Convergence results for the linear consensus problem under Markovian random graphs

This note discusses the linear discrete and continuous time consensus problem for a network of dynamic agents with directed information flows and random switching topologies. The switching is determined by a Markov chain, each topology corresponding to a state of the Markov chain. We show that, under doubly stochastic assumption on the matrices involved in the linear consensus scheme, average consensus is achieved in the mean square sense and almost surely if and only if the graph resulted from the union of graphs corresponding to the states of the Markov chain is strongly connected. The aim of this note is to show how techniques from Markovian jump linear systems theory, in conjunction with results inspired by matrix and graph theory, can be used to prove convergence results for stochastic consensus problems.

How Homophily Affects Learning and Diffusion in Networks

We examine how three different communication processes operating through social networks are affected by homophily - the tendency of individuals to associate with others similar to themselves. Homophily has no effect if messages are broadcast or sent via shortest paths; only connection density matters. In contrast, homophily substantially slows learning based on repeated averaging of neighbors' information and Markovian diffusion processes such as the Google random surfer model. Indeed, the latter processes are strongly affected by homophily but completely independent of connection density, provided this density exceeds a low threshold. We obtain these results by establishing new results on the spectra of large random graphs and relating the spectra to homophily. We conclude by checking the theoretical predictions using observed high school friendship networks from the Adolescent Health dataset.Networks, Learning, Diffusion, Homophily, Friendships, Social Networks, Random Graphs, Mixing Time, Convergence, Speed of Learning, Speed of Convergence

Distributing the Kalman Filter for Large-Scale Systems

This paper derives a \emph{distributed} Kalman filter to estimate a sparsely connected, large-scale, $n-$dimensional, dynamical system monitored by a network of $N$ sensors. Local Kalman filters are implemented on the ($n_l-$dimensional, where $n_l\ll n$) sub-systems that are obtained after spatially decomposing the large-scale system. The resulting sub-systems overlap, which along with an assimilation procedure on the local Kalman filters, preserve an $L$th order Gauss-Markovian structure of the centralized error processes. The information loss due to the $L$th order Gauss-Markovian approximation is controllable as it can be characterized by a divergence that decreases as $L\uparrow$. The order of the approximation, $L$, leads to a lower bound on the dimension of the sub-systems, hence, providing a criterion for sub-system selection. The assimilation procedure is carried out on the local error covariances with a distributed iterate collapse inversion (DICI) algorithm that we introduce. The DICI algorithm computes the (approximated) centralized Riccati and Lyapunov equations iteratively with only local communication and low-order computation. We fuse the observations that are common among the local Kalman filters using bipartite fusion graphs and consensus averaging algorithms. The proposed algorithm achieves full distribution of the Kalman filter that is coherent with the centralized Kalman filter with an $L$th order Gaussian-Markovian structure on the centralized error processes. Nowhere storage, communication, or computation of $n-$dimensional vectors and matrices is needed; only $n_l \ll n$ dimensional vectors and matrices are communicated or used in the computation at the sensors

Symmetrization for Quantum Networks: a continuous-time approach

In this paper we propose a continuous-time, dissipative Markov dynamics that asymptotically drives a network of n-dimensional quantum systems to the set of states that are invariant under the action of the subsystem permutation group. The Lindblad-type generator of the dynamics is built with two-body subsystem swap operators, thus satisfying locality constraints, and preserve symmetric observables. The potential use of the proposed generator in combination with local control and measurement actions is illustrated with two applications: the generation of a global pure state and the estimation of the network size.Comment: submitted to MTNS 201