2,130 research outputs found
Diffusion Adaptation Strategies for Distributed Estimation over Gaussian Markov Random Fields
The aim of this paper is to propose diffusion strategies for distributed
estimation over adaptive networks, assuming the presence of spatially
correlated measurements distributed according to a Gaussian Markov random field
(GMRF) model. The proposed methods incorporate prior information about the
statistical dependency among observations, while at the same time processing
data in real-time and in a fully decentralized manner. A detailed mean-square
analysis is carried out in order to prove stability and evaluate the
steady-state performance of the proposed strategies. Finally, we also
illustrate how the proposed techniques can be easily extended in order to
incorporate thresholding operators for sparsity recovery applications.
Numerical results show the potential advantages of using such techniques for
distributed learning in adaptive networks deployed over GMRF.Comment: Submitted to IEEE Transactions on Signal Processing. arXiv admin
note: text overlap with arXiv:1206.309
Stochastic Subgradient Algorithms for Strongly Convex Optimization over Distributed Networks
We study diffusion and consensus based optimization of a sum of unknown
convex objective functions over distributed networks. The only access to these
functions is through stochastic gradient oracles, each of which is only
available at a different node, and a limited number of gradient oracle calls is
allowed at each node. In this framework, we introduce a convex optimization
algorithm based on the stochastic gradient descent (SGD) updates. Particularly,
we use a carefully designed time-dependent weighted averaging of the SGD
iterates, which yields a convergence rate of
after gradient updates for each node on
a network of nodes. We then show that after gradient oracle calls, the
average SGD iterate achieves a mean square deviation (MSD) of
. This rate of convergence is optimal as it
matches the performance lower bound up to constant terms. Similar to the SGD
algorithm, the computational complexity of the proposed algorithm also scales
linearly with the dimensionality of the data. Furthermore, the communication
load of the proposed method is the same as the communication load of the SGD
algorithm. Thus, the proposed algorithm is highly efficient in terms of
complexity and communication load. We illustrate the merits of the algorithm
with respect to the state-of-art methods over benchmark real life data sets and
widely studied network topologies
Distributed Diffusion-Based LMS for Node-Specific Adaptive Parameter Estimation
A distributed adaptive algorithm is proposed to solve a node-specific
parameter estimation problem where nodes are interested in estimating
parameters of local interest, parameters of common interest to a subset of
nodes and parameters of global interest to the whole network. To address the
different node-specific parameter estimation problems, this novel algorithm
relies on a diffusion-based implementation of different Least Mean Squares
(LMS) algorithms, each associated with the estimation of a specific set of
local, common or global parameters. Coupled with the estimation of the
different sets of parameters, the implementation of each LMS algorithm is only
undertaken by the nodes of the network interested in a specific set of local,
common or global parameters. The study of convergence in the mean sense reveals
that the proposed algorithm is asymptotically unbiased. Moreover, a
spatial-temporal energy conservation relation is provided to evaluate the
steady-state performance at each node in the mean-square sense. Finally, the
theoretical results and the effectiveness of the proposed technique are
validated through computer simulations in the context of cooperative spectrum
sensing in Cognitive Radio networks.Comment: 13 pages, 6 figure
Distributed Local Linear Parameter Estimation using Gaussian SPAWN
We consider the problem of estimating local sensor parameters, where the
local parameters and sensor observations are related through linear stochastic
models. Sensors exchange messages and cooperate with each other to estimate
their own local parameters iteratively. We study the Gaussian Sum-Product
Algorithm over a Wireless Network (gSPAWN) procedure, which is based on belief
propagation, but uses fixed size broadcast messages at each sensor instead.
Compared with the popular diffusion strategies for performing network parameter
estimation, whose communication cost at each sensor increases with increasing
network density, the gSPAWN algorithm allows sensors to broadcast a message
whose size does not depend on the network size or density, making it more
suitable for applications in wireless sensor networks. We show that the gSPAWN
algorithm converges in mean and has mean-square stability under some technical
sufficient conditions, and we describe an application of the gSPAWN algorithm
to a network localization problem in non-line-of-sight environments. Numerical
results suggest that gSPAWN converges much faster in general than the diffusion
method, and has lower communication costs, with comparable root mean square
errors
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