An energy efficient use of large scale sensor networks necessitates
activating a subset of possible sensors for estimation at a fusion center. The
problem is inherently combinatorial; to this end, a set of iterative,
randomized algorithms are developed for sensor subset selection by exploiting
the underlying statistics. Gibbs sampling-based methods are designed to
optimize the estimation error and the mean number of activated sensors. The
optimality of the proposed strategy is proven, along with guarantees on their
convergence speeds. Also, another new algorithm exploiting stochastic
approximation in conjunction with Gibbs sampling is derived for a constrained
version of the sensor selection problem. The methodology is extended to the
scenario where the fusion center has access to only a parametric form of the
joint statistics, but not the true underlying distribution. Therein,
expectation-maximization is effectively employed to learn the distribution.
Strategies for iid time-varying data are also outlined. Numerical results show
that the proposed methods converge very fast to the respective optimal
solutions, and therefore can be employed for optimal sensor subset selection in
practical sensor networks.Comment: 9 page