This paper considers a problem of distributed hypothesis testing and social learning. Individual nodes in a network receive noisy local (private) observations whose distribution is parameterized by a discrete parameter (hypotheses). The conditional distributions are known locally at the nodes, but the true parameter hypothesis is not known. An update rule is analyzed in which nodes 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. In this paper we show that under mild assumptions, the belief of any node in any incorrect hypothesis converges to zero exponentially fast, and we characterize the exponential rate of learning which is given in terms of the network structure and the divergences between the observations' distributions. Our main result is the concentration property established on the rate of convergence.
In this paper, we present a model of distributed parameter estimation in networks, where agents have access to partially informative measurements over time. Each agent faces a local identification problem, in the sense that it cannot consistently estimate the parameter in isolation. We prove that, despite local identification problems, if agents update their estimates recursively as a function of their neighbors' beliefs, they can consistently estimate the true parameter provided that the communication network is strongly connected; that is, there exists an information path between any two agents in the network. We also show that the estimates of all agents are asymptotically normally distributed. Finally, we compute the asymptotic variance of the agents' estimates in terms of their observation models and the network topology, and provide conditions under which the distributed estimators are as efficient as any centralized estimator. Abstract Consider a group of individuals who must act together as a team or committee, and suppose that each individual in the group has his own subjective probability distribution for the unknown value of some parameter. A model is presented which describes how the group might reach agreement on a common subjective probability distribution for the parameter by pooling their individual opinions. The process leading to the consensus is explicitly described and the common distribution that is reached is explicitly determined. The model can also be applied to problems of reaching a consensus when the opinion of each member of the group is represented simply as a point estimate of the parameter rather than as a probability distribution. In this paper, we address distributed hypothesis testing (DHT) in sensor networks and Bayesian networks using the average-consensus algorithm of Olfati-Saber & Murray. As a byproduct, we obtain a novel belief propagation algorithm called Belief Consensus. This algorithm works for connected networks with loops and arbitrary degree sequence. Belief consensus allows distributed computation of products of n beliefs (or conditional probabilities) that belong to n different nodes of a network. This capability enables distributed hypothesis testing for a broad variety of applications. We show that this belief propagation admits a Lyapunov function that quantifies the collective disbelief in the network. Belief consensus benefits from scalability, robustness to link failures, convergence under variable topology, asynchronous features of average-consensus algorithm. Some connections between small-word networks and speed of convergence of belief consensus are discussed. A detailed example is provided for distributed detection of multi-target formations in a sensor network. The entire network is capable of reaching a common set of beliefs associated with correctness of different hypotheses. We demonstrate that our DHT algorithm successfully identifies a test formation in a network of sensors with self-constructed statistical models. This paper examines how the structure of a social network and the quality of information available to different agents determine the speed of social learning. To this end, we study a variant of the seminal model of DeGroot (1974), according to which agents linearly combine their personal experiences with the views of their neighbors. We show that the rate of learning has a simple analytical characterization in terms of the relative entropy of agents’ signal structures and their eigenvector centralities. Our characterization establishes that the way information is dispersed throughout the social network has non-trivial implications for the rate of learning. In particular, we show that when the informativeness of different agents’ signal structures are comparable in the sense of Blackwell (1953), then a positive assortative matching of signal qualities and eigenvector centralities maximizes the rate of learning. On the other hand, if information structures are such that each individual possesses some information crucial for learning, then the rate of learning is higher when agents with the best signals are located at the periphery of the network. Finally, we show that the extent of asymmetry in the structure of the social network plays a key role in the long-run dynamics of the beliefs. In this paper we present an optimization-based view of distributed parameter estimation and observational social learning in networks. Agents receive a sequence of random, independent and identically distributed (i.i.d.) signals, each of which individually may not be informative about the underlying true state, but the signals together are globally informative enough to make the true state identifiable. Using an optimization-based characterization of Bayesian learning as proximal stochastic gradient descent (with Kullback-Leibler divergence from a prior as a proximal function), we show how to efficiently use a distributed, online variant of Nesterov's dual averaging method to solve the estimation with purely local information. When the true state is globally identifiable, and the network is connected, we prove that agents eventually learn the true parameter using a randomized gossip scheme. We demonstrate that with high probability the convergence is exponentially fast with a rate dependent on the KL divergence of observations under the true state from observations under the second likeliest state. Furthermore, our work also highlights the possibility of learning under continuous adaptation of network which is a consequence of employing constant, unit stepsize for the algorithm.   The problem of distributed detection and estimation in a sensor network over a multiaccess fading channel is considered. A communication scheme known as the type-based random access (TBRA) is employed and its performance is characterized with respect to the mean transmission rate and the channel coherence index. For extreme values of channel coherence index i.e., 0 and infin, we give an optimal TBRA scheme which is essentially a sensor activation strategy that achieves the optimal allocation of transmission energy to spatial and temporal domains. For channels with zero coherence index, it is shown that there exists a finite optimal mean transmission rate maximizing performance. This optimal rate can be calculated numerically or estimated using the Gaussian approximation. On the other hand, for channels with infinite coherence index (i.e., no fading) the optimal strategy is to allocate all the energy to the spatial domain. Numerical examples and simulations confirm our theory.