Bibliography
Journal Article
Dynamic Diffusion Estimation in Exponential Family Models
,
: IEEE Signal Processing Letters vol.20, 11 (2013), p. 1114-1117
: 7D12004, GA MŠk, GA13-13502S, GA ČR
: diffusion estimation, distributed estimation, paremeter estimation
: http://library.utia.cas.cz/separaty/2013/AS/dedecius-0396518.pdf
(eng): This letter proposes a new dynamic diffusion estimation method for a collaborative inference of a common model parameter using a distributed network of cooperating nodes. Unlike the existing single problem-oriented diffusion methods, it is formulated abstractly for the exponential family of models. The resulting advantage - its easy and straightforward application to the family members - is demonstrated on three selected cases.
: BB