In this article, two novel distributed variational Bayesian (VB) algorithms for a general class of conjugate-exponential models are proposed over synchronous and asynchronous sensor networks. First, we design a penalty-based distributed VB (PB-DVB) algorithm for synchronous networks, where a penalty function based on the Kullback-Leibler (KL) divergence is introduced to penalize the difference of posterior distributions between nodes. Then, a token-passing-based distributed VB (TPB-DVB) algorithm is developed for asynchronous networks by borrowing the token-passing approach and the stochastic variational inference. Finally, applications of the proposed algorithm on the Gaussian mixture model (GMM) are exhibited. Simulation results show that the PB-DVB algorithm has good performance in the aspects of estimation/inference ability, robustness against initialization, and convergence speed, and the TPB-DVB algorithm is superior to existing token-passing-based distributed clustering algorithms.

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http://dx.doi.org/10.1109/TCYB.2021.3106660DOI Listing

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