Sequential Estimation of Mixtures in Diffusion Networks

Abstract

The letter studies the problem of sequential estimation of mixtures in diffusion networks whose nodes communicate only with their adjacent neighbors. The adopted quasi-Bayesian approach yields a probabilistically consistent and computationally non-intensive and fast method, applicable to a wide class of mixture models with unknown component parameters and weights. Moreover, if conjugate priors are used for inferring the component parameters, the solution attains a closed analytic form.