9,547 research outputs found
Diffusion Adaptation over Networks under Imperfect Information Exchange and Non-stationary Data
Adaptive networks rely on in-network and collaborative processing among
distributed agents to deliver enhanced performance in estimation and inference
tasks. Information is exchanged among the nodes, usually over noisy links. The
combination weights that are used by the nodes to fuse information from their
neighbors play a critical role in influencing the adaptation and tracking
abilities of the network. This paper first investigates the mean-square
performance of general adaptive diffusion algorithms in the presence of various
sources of imperfect information exchanges, quantization errors, and model
non-stationarities. Among other results, the analysis reveals that link noise
over the regression data modifies the dynamics of the network evolution in a
distinct way, and leads to biased estimates in steady-state. The analysis also
reveals how the network mean-square performance is dependent on the combination
weights. We use these observations to show how the combination weights can be
optimized and adapted. Simulation results illustrate the theoretical findings
and match well with theory.Comment: 36 pages, 7 figures, to appear in IEEE Transactions on Signal
Processing, June 201
Multitask Diffusion Adaptation over Networks
Adaptive networks are suitable for decentralized inference tasks, e.g., to
monitor complex natural phenomena. Recent research works have intensively
studied distributed optimization problems in the case where the nodes have to
estimate a single optimum parameter vector collaboratively. However, there are
many important applications that are multitask-oriented in the sense that there
are multiple optimum parameter vectors to be inferred simultaneously, in a
collaborative manner, over the area covered by the network. In this paper, we
employ diffusion strategies to develop distributed algorithms that address
multitask problems by minimizing an appropriate mean-square error criterion
with -regularization. The stability and convergence of the algorithm in
the mean and in the mean-square sense is analyzed. Simulations are conducted to
verify the theoretical findings, and to illustrate how the distributed strategy
can be used in several useful applications related to spectral sensing, target
localization, and hyperspectral data unmixing.Comment: 29 pages, 11 figures, submitted for publicatio
Diffusion-Based Adaptive Distributed Detection: Steady-State Performance in the Slow Adaptation Regime
This work examines the close interplay between cooperation and adaptation for
distributed detection schemes over fully decentralized networks. The combined
attributes of cooperation and adaptation are necessary to enable networks of
detectors to continually learn from streaming data and to continually track
drifts in the state of nature when deciding in favor of one hypothesis or
another. The results in the paper establish a fundamental scaling law for the
steady-state probabilities of miss-detection and false-alarm in the slow
adaptation regime, when the agents interact with each other according to
distributed strategies that employ small constant step-sizes. The latter are
critical to enable continuous adaptation and learning. The work establishes
three key results. First, it is shown that the output of the collaborative
process at each agent has a steady-state distribution. Second, it is shown that
this distribution is asymptotically Gaussian in the slow adaptation regime of
small step-sizes. And third, by carrying out a detailed large deviations
analysis, closed-form expressions are derived for the decaying rates of the
false-alarm and miss-detection probabilities. Interesting insights are gained.
In particular, it is verified that as the step-size decreases, the error
probabilities are driven to zero exponentially fast as functions of ,
and that the error exponents increase linearly in the number of agents. It is
also verified that the scaling laws governing errors of detection and errors of
estimation over networks behave very differently, with the former having an
exponential decay proportional to , while the latter scales linearly
with decay proportional to . It is shown that the cooperative strategy
allows each agent to reach the same detection performance, in terms of
detection error exponents, of a centralized stochastic-gradient solution.Comment: The paper will appear in IEEE Trans. Inf. Theor
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