Distributed Graph Estimation under Laplacian Constraints

Signal Processing(2023)

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摘要
•A distributed framework for estimating the graph Laplacian matrix with a known structure is formulated based on the maximization marginal likelihood (MML) approach.•An algorithm is developed to ensure estimation accuracy for low-dimensional local MML problems with singular target matrices in the distributed framework.•The proposed distributed method achieves the estimation accuracy of the centralized method while reducing the computational complexity significantly.
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关键词
Distributed estimation,Graph Laplacian matrix,Maximizing marginal likelihood,Attractive DC-intrinsic Gaussian Markov random field,Precision matrix
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