Outlier-Detection Based Robust Information Fusion for Networked Systems

We consider state estimation for networked systems where measurements from sensor nodes are contaminated by outliers. A new hierarchical measurement model is formulated for outlier detection by integrating the outlier-free measurement model with a binary indicator variable. The binary indicator variable, which is assigned a beta-Bernoulli prior, is utilized to characterize if the sensor's measurement is nominal or an outlier. Based on the proposed outlier-detection measurement model, both centralized and decentralized information fusion filters are developed. Specifically, in the centralized approach, all measurements are sent to a fusion center where the state and outlier indicators are jointly estimated by employing the mean-field variational Bayesian inference in an iterative manner. In the decentralized approach, however, every node shares its information, including the prior and likelihood, only with its neighbors based on a hybrid consensus strategy. Then each node independently performs the estimation task based on its own and shared information. In addition, an approximation distributed solution is proposed to reduce the local computational complexity and communication overhead. Simulation results reveal that the proposed algorithms are effective in dealing with outliers compared with several recent robust solutions

Distributed Variational Inference for Online Supervised Learning

Developing efficient solutions for inference problems in intelligent sensor networks is crucial for the next generation of location, tracking, and mapping services. This paper develops a scalable distributed probabilistic inference algorithm that applies to continuous variables, intractable posteriors and large-scale real-time data in sensor networks. In a centralized setting, variational inference is a fundamental technique for performing approximate Bayesian estimation, in which an intractable posterior density is approximated with a parametric density. Our key contribution lies in the derivation of a separable lower bound on the centralized estimation objective, which enables distributed variational inference with one-hop communication in a sensor network. Our distributed evidence lower bound (DELBO) consists of a weighted sum of observation likelihood and divergence to prior densities, and its gap to the measurement evidence is due to consensus and modeling errors. To solve binary classification and regression problems while handling streaming data, we design an online distributed algorithm that maximizes DELBO, and specialize it to Gaussian variational densities with non-linear likelihoods. The resulting distributed Gaussian variational inference (DGVI) efficiently inverts a $1$-rank correction to the covariance matrix. Finally, we derive a diagonalized version for online distributed inference in high-dimensional models, and apply it to multi-robot probabilistic mapping using indoor LiDAR data

Cooperative Synchronization in Wireless Networks

Synchronization is a key functionality in wireless network, enabling a wide variety of services. We consider a Bayesian inference framework whereby network nodes can achieve phase and skew synchronization in a fully distributed way. In particular, under the assumption of Gaussian measurement noise, we derive two message passing methods (belief propagation and mean field), analyze their convergence behavior, and perform a qualitative and quantitative comparison with a number of competing algorithms. We also show that both methods can be applied in networks with and without master nodes. Our performance results are complemented by, and compared with, the relevant Bayesian Cram\'er-Rao bounds