Počet záznamů: 1
Sequential estimation and diffusion of information over networks: A Bayesian approach with exponential family of distributions
- 1.0467560 - ÚTIA 2018 RIV US eng J - Článek v odborném periodiku
Dedecius, Kamil - Djurić, P. M.
Sequential estimation and diffusion of information over networks: A Bayesian approach with exponential family of distributions.
IEEE Transactions on Signal Processing. Roč. 65, č. 7 (2017), s. 1795-1809. ISSN 1053-587X. E-ISSN 1941-0476
Grant CEP: GA ČR(CZ) GP14-06678P
Institucionální podpora: RVO:67985556
Klíčová slova: diffusion network * diffusion estimation * adaptation * combination * exponential family
Obor OECD: Applied mathematics
Impakt faktor: 4.203, rok: 2017
http://library.utia.cas.cz/separaty/2016/AS/dedecius-0467560.pdf
Diffusion networks where nodes collaboratively estimate the parameters of stochastic models from shared observations and other estimates have become an established research topic. In this paper the problem of sequential estimation where information in the network diffuses with time is formulated abstractly and independently from any particular model. The objective is to reach a generic solution that is applicable to a wide class of popular models and based on the exponential family of distributions. The adopted Bayesian and information-theoretic paradigms provide probabilistically consistent means for incorporation of shared observations in the implemented estimation of the unknowns by the nodes as well as for effective combination of the „knowledge“ of the nodes over the network. It is shown and illustrated on four examples that under certain conditions, the resulting algorithms are analytically tractable, either directly or after simple approximations. The examples include the linear regression, Kalman filtering, logistic regression, and the inference of an inhomogeneous Poisson process. The first two examples have their more or less direct counterparts in the state-of-the-art diffusion literature whereas the latter two are new.
Trvalý link: http://hdl.handle.net/11104/0266434
Počet záznamů: 1