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research article

Dynamic Average Diffusion With Randomized Coordinate Updates

Ying, Bicheng  
•
Yuan, Kun  
•
Sayed, Ali H.  
December 1, 2019
Ieee Transactions On Signal And Information Processing Over Networks

This work derives and analyzes an online learning strategy for tracking the average of time-varying distributed signals by relying on randomized coordinate-descent updates. During each iteration, each agent selects or observes a random entry of the observation vector, and different agents may select different entries of their observations before engaging in a consultation step. Careful coordination of the interactions among agents is necessary to avoid bias and ensure convergence. We provide a convergence analysis for the proposed methods, and illustrate the results by means of simulations.

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Type
research article
DOI
10.1109/TSIPN.2019.2942191
Web of Science ID

WOS:000492993200011

Author(s)
Ying, Bicheng  
Yuan, Kun  
Sayed, Ali H.  
Date Issued

2019-12-01

Publisher

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC

Published in
Ieee Transactions On Signal And Information Processing Over Networks
Volume

5

Issue

4

Start page

753

End page

767

Subjects

Engineering, Electrical & Electronic

•

Telecommunications

•

Engineering

•

Telecommunications

•

heuristic algorithms

•

indexes

•

convergence

•

optimization

•

information processing

•

distributed algorithms

•

network topology

•

dynamic average diffusion

•

consensus

•

push-sum algorithm

•

coordinate descent

•

exact diffusion

•

distributed optimization

•

descent method

•

convergence

•

consensus

•

strategies

•

algorithms

•

limits

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ASL  
Available on Infoscience
November 12, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/162858
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