Distributed Variational Bayesian Algorithms Over Sensor Networks

DOI10.1109/TSP.2015.2493979MaRDI QIDQ4618171zbMATH OpenFDO

Authors

Publication date 7 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.13600

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating intractable integrals arising in Bayesian inference. In this paper, we propose two novel distributed VB algorithms for general Bayesian inference problem, which can be applied to a very general class of conjugate-exponential models. In the first approach, the global natural parameters at each node are optimized using a stochastic natural gradient that utilizes the Riemannian geometry of the approximation space, followed by an information diffusion step for cooperation with the neighbors. In the second method, a constrained optimization formulation for distributed estimation is established in natural parameter space and solved by alternating direction method of multipliers (ADMM). An application of the distributed inference/estimation of a Bayesian Gaussian mixture model is then presented, to evaluate the effectiveness of the proposed algorithms. Simulations on both synthetic and real datasets demonstrate that the proposed algorithms have excellent performance, which are almost as good as the corresponding centralized VB algorithm relying on all data available in a fusion center.

Cited in

(8)

• Distributed Sequential Bayesian Estimation of a Diffusive Source in Wireless Sensor Networks
• scientific article; zbMATH DE number 7365721 (Why is no real title available?)
• Trust-region based stochastic variational inference for distributed and asynchronous networks
• Distributed event-triggered unadjusted Langevin algorithm for Bayesian learning
• Distributed extended object tracking information filter over sensor networks
• Forward modeling and inverse estimation for nonlinear filtering
• Centralized and distributed adaptive cubature information filters for multi-sensor systems with unknown probability of measurement loss
• A novel nonlinear filter through constructing the parametric Gaussian regression process

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