Distributed SPS Algorithms for Non-Asymptotic Confidence Region Evaluation

Francesca Bassi (1) , Michel Kieffer (1) , Vincenzo Zambianchi (2) , Davide Dardari (2) , Gianni Pasolini (2)

1 L2S - Laboratoire des signaux et systèmes
2 CNIT - Consorzio Nazionale Interuniversitario per le telecomunicazioni

In this paper, the distributed computation of confidence regions for parameter estimation is considered. Some information diffusion strategies are proposed and compared in terms of the required number of data exchanges to get the corresponding region. The effects of algorithms truncation is also addressed. As support for the theoretical part, numerical results are presented.

Domains: Engineering Sciences [physics]; Signal and Image processing; Computer Science [cs]; Signal and Image Processing

Francesca Bassi, Michel Kieffer, Vincenzo Zambianchi, Davide Dardari, Gianni Pasolini. Distributed SPS Algorithms for Non-Asymptotic Confidence Region Evaluation. EuCNC 2014, Jun 2014, Bologne, Italy. pp.1-5, ⟨10.1109/EuCNC.2014.6882641⟩. ⟨hal-01073681⟩