Dynamic Diffusion Estimation in Exponential Family Models

0396518 - ÚTIA 2014 RIV US eng J - Journal Article
Dedecius, Kamil - Sečkárová, Vladimíra
Dynamic Diffusion Estimation in Exponential Family Models.
IEEE Signal Processing Letters. Roč. 20, č. 11 (2013), s. 1114-1117. ISSN 1070-9908. E-ISSN 1558-2361
R&D Projects: GA MŠMT 7D12004; GA ČR GA13-13502S
Keywords : diffusion estimation * distributed estimation * paremeter estimation
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 1.639, year: 2013
http://library.utia.cas.cz/separaty/2013/AS/dedecius-0396518.pdf

This letter proposes a new dynamic diffusion estimation method for a collaborative inference of a common model parameter using a distributed network of cooperating nodes. Unlike the existing single problem-oriented diffusion methods, it is formulated abstractly for the exponential family of models. The resulting advantage - its easy and straightforward application to the family members - is demonstrated on three selected cases.
Permanent Link: http://hdl.handle.net/11104/0224311