Distributed SPS algorithms for non-asymptotic confidence region evaluation

V Zambianchi, M Kieffer, F Bassi… - … on Networks and …, 2014 - ieeexplore.ieee.org
2014 European Conference on Networks and Communications (EuCNC), 2014ieeexplore.ieee.org
This paper considers the distributed computation of non-asymptotic confidence regions for
parameter estimation. Some information diffusion strategies are proposed and compared in
terms of the required number of data exchanges to get the corresponding region. The effect
of algorithm truncation is also addressed. As support for the theoretical part, numerical
results are presented.
This paper considers the distributed computation of non-asymptotic confidence regions for parameter estimation. Some information diffusion strategies are proposed and compared in terms of the required number of data exchanges to get the corresponding region. The effect of algorithm truncation is also addressed. As support for the theoretical part, numerical results are presented.
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