Bayesian social learning in linear networks of agents with random behavior

Yunlong Wang, Petar M. Djurić

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, we consider the problem of social learning in a network of agents where the agents make decisions onK hypotheses sequentially and broadcast their decisions to others. Each agent in the system has a private observation that is generated by one of the hypotheses. All the observations are independently generated from the same hypothesis. We study a setting where the agents randomly choose to make decisions prudently or non-prudently. A prudent decision is based on the private observation of the agent and all the previous decisions, whereas a non-prudent decision relies only on the private observation of the agent. We present a Bayesian learning method for the agents that exploits the information from other decisions. We analyze the asymptotical property of this system. A proof is presented that with the proposed decision policy, the posterior probability of the true hypothesis converges to one in probability. Simulation results are also provided.

Original languageEnglish (US)
Title of host publication2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3382-3386
Number of pages5
ISBN (Electronic)9781467369978
DOIs
StatePublished - Aug 4 2015
Event40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Brisbane, Australia
Duration: Apr 19 2014Apr 24 2014

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2015-August
ISSN (Print)1520-6149

Other

Other40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015
Country/TerritoryAustralia
CityBrisbane
Period4/19/144/24/14

Keywords

  • Bayesian learning
  • non-prudent agents
  • prudent agents
  • random behavior
  • social learning

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