Article ID Journal Published Year Pages File Type
405494 Neural Networks 2012 10 Pages PDF
Abstract

Algorithms for distributed agreement are a powerful means for formulating distributed versions of existing centralized algorithms. We present a toolkit for this task and show how it can be used systematically to design fully distributed algorithms for static linear Gaussian models, including principal component analysis, factor analysis, and probabilistic principal component analysis. These algorithms do not rely on a fusion center, require only low-volume local (1-hop neighborhood) communications, and are thus efficient, scalable, and robust. We show how they are also guaranteed to asymptotically converge to the same solution as the corresponding existing centralized algorithms. Finally, we illustrate the functioning of our algorithms on two examples, and examine the inherent cost-performance trade-off.

Related Topics
Physical Sciences and Engineering Computer Science Artificial Intelligence
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