Distributed Bayesian Estimation in Sensor Networks: Consensus on Marginal Densities

Fuente: arXiv
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Autori principali: Paritosh, Parth, Atanasov, Nikolay, Martinez, Sonia
Natura: Preprint
Pubblicazione: 2023
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author Paritosh, Parth
Atanasov, Nikolay
Martinez, Sonia
author_facet Paritosh, Parth
Atanasov, Nikolay
Martinez, Sonia
contents In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability distributions over continuous variables, and (ii) leverage these results to obtain new distributed estimators restricted to subsets of variables observed by individual agents. This relates to applications such as cooperative localization and federated learning, where the data collected at any agent depends on a subset of all variables of interest. We present Bayesian density estimation algorithms using data from non-linear likelihoods at agents in centralized, distributed, and marginal distributed settings. After setting up a distributed estimation objective, we prove almost-sure convergence to the optimal set of pdfs at each agent. Then, we prove the same for a storage-aware algorithm estimating densities only over relevant variables at each agent. Finally, we present a Gaussian version of these algorithms and implement it in a mapping problem using variational inference to handle non-linear likelihood models associated with LiDAR sensing.
format Preprint
id arxiv_https___arxiv_org_abs_2312_01227
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Distributed Bayesian Estimation in Sensor Networks: Consensus on Marginal Densities
Paritosh, Parth
Atanasov, Nikolay
Martinez, Sonia
Machine Learning
Multiagent Systems
Robotics
Signal Processing
In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability distributions over continuous variables, and (ii) leverage these results to obtain new distributed estimators restricted to subsets of variables observed by individual agents. This relates to applications such as cooperative localization and federated learning, where the data collected at any agent depends on a subset of all variables of interest. We present Bayesian density estimation algorithms using data from non-linear likelihoods at agents in centralized, distributed, and marginal distributed settings. After setting up a distributed estimation objective, we prove almost-sure convergence to the optimal set of pdfs at each agent. Then, we prove the same for a storage-aware algorithm estimating densities only over relevant variables at each agent. Finally, we present a Gaussian version of these algorithms and implement it in a mapping problem using variational inference to handle non-linear likelihood models associated with LiDAR sensing.
title Distributed Bayesian Estimation in Sensor Networks: Consensus on Marginal Densities
topic Machine Learning
Multiagent Systems
Robotics
Signal Processing
url https://arxiv.org/abs/2312.01227