Distributed adaptive Gaussian mean estimation with unknown variance: Interactive protocol helps adaptation
未知方差下的分布式自适应高斯均值估计:交互协议有助于适应AI 解读 ↓
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未知方差下的分布式自适应高斯均值估计:交互协议有助于适应AI 解读 ↓
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Distributed estimation of a Gaussian mean with unknown variance under communication constraints is studied. Necessary and sufficient communication costs under different types of distributed protocols are derived for any estimator that is adaptively rate-optimal over a range of possible values for the variance. Communication-efficient and statistically optimal procedures are developed. The analysis reveals an interesting and important distinction among different types of distributed protocols: compared to the independent protocols, interactive protocols such as the sequential and blackboard protocols require less communication costs for rate-optimal adaptive Gaussian mean estimation. The lower bound techniques developed in the present paper are novel and can be of independent interest.