Distributed SPS algorithms for non-asymptotic confidence region evaluation
Vincenzo Zambianchi, Michel Kieffer, Francesca Bassi, Gianni Pasolini, Davide Dardari · 2014
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.