Optimization of decentralized random field estimation networks under communication constraints through Monte Carlo methods

Üney, Murat and Çetin, Müjdat (2012) Optimization of decentralized random field estimation networks under communication constraints through Monte Carlo methods. (Submitted)

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We propose a new methodology for designing decentralized random field estimation schemes for sensor networks that take the tradeoff between the estimation accuracy and the cost of communications into account. We consider a scenario in which nodes perform bandwidth limited two-way communications with other nodes located in a certain range. The in-network processing starts with each node measuring its local variable and sending messages to its immediate neighbors followed by evaluating its local estimation rule based on the received messages and measurements. Local rule design for this two-stage ``online'' strategy can be cast as a constrained optimization problem with a Bayesian risk capturing the cost of transmissions and penalty for the estimation errors. A similar problem has been previously studied for decentralized detection. We adopt that framework for estimation, however, the corresponding optimization schemes involve integral operators that are impossible to evaluate exactly, in general. We employ an approximation framework using Monte Carlo methods and obtain an optimization procedure based on particle representations and approximate computations. The procedure operates in a message-passing fashion and generates results for any distributions if samples can be produced from the marginals. It enables us to demonstrate graceful degradation of the estimation accuracy as communication becomes more costly.

Item Type:Article
Uncontrolled Keywords:Decentralized estimation, communication constrained inference, random fields, message passing algorithms, graphical models, Monte Carlo methods, wireless sensor networks, in-network processing, collaborative signal and information processing.
Subjects:T Technology > TK Electrical engineering. Electronics Nuclear engineering
ID Code:20884
Deposited By:Müjdat Çetin
Deposited On:02 Dec 2012 17:59
Last Modified:11 Jan 2014 11:32

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