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Decentralized diffusion-based learning under non-parametric limited prior knowledge

Abstract

We study the problem of diffusion-based network learning of a nonlinear phenomenon, , from local agents' measurements collected in a noisy environment. For a decentralized network and information spreading merely between directly neighboring nodes, we propose a non-parametric learning algorithm, that avoids raw data exchange and requires only mild \textit{a priori} knowledge about . Non-asymptotic estimation error bounds are derived for the proposed method. Its potential applications are illustrated through simulation experiments.