TY - GEN
T1 - Social learning and distributed hypothesis testing
AU - Lalitha, Anusha
AU - Sarwate, Anand
AU - Javidi, Tara
PY - 2014
Y1 - 2014
N2 - This paper considers a problem of distributed hypothesis testing and social learning. Individual nodes in a network receive noisy (private) observations whose distribution is parameterized by a discrete parameter (hypotheses). The distributions are known locally at the nodes, but the true parameter/hypothesis is not known. An update rule is analyzed in which agents first perform a Bayesian update of their belief (distribution estimate) of the parameter based on their local observation, communicate these updates to their neighbors, and then perform a 'non-Bayesian' linear consensus using the log-beliefs of their neighbors. The main result of this paper is that under mild assumptions, the belief of any agent in any incorrect parameter converges to zero exponentially fast, and the exponential rate of learning is a characterized by the network structure and the divergences between the observations' distributions.
AB - This paper considers a problem of distributed hypothesis testing and social learning. Individual nodes in a network receive noisy (private) observations whose distribution is parameterized by a discrete parameter (hypotheses). The distributions are known locally at the nodes, but the true parameter/hypothesis is not known. An update rule is analyzed in which agents first perform a Bayesian update of their belief (distribution estimate) of the parameter based on their local observation, communicate these updates to their neighbors, and then perform a 'non-Bayesian' linear consensus using the log-beliefs of their neighbors. The main result of this paper is that under mild assumptions, the belief of any agent in any incorrect parameter converges to zero exponentially fast, and the exponential rate of learning is a characterized by the network structure and the divergences between the observations' distributions.
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U2 - https://doi.org/10.1109/ISIT.2014.6874893
DO - https://doi.org/10.1109/ISIT.2014.6874893
M3 - Conference contribution
SN - 9781479951864
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 551
EP - 555
BT - 2014 IEEE International Symposium on Information Theory, ISIT 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2014 IEEE International Symposium on Information Theory, ISIT 2014
Y2 - 29 June 2014 through 4 July 2014
ER -