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Sequential Bayesian learning in linear networks with random decision making

  • Stony Brook University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

5 Scopus citations

Abstract

In this paper, we consider the problem of social learning when decisions by agents in a network are made randomly. The agents receive private signals and use them for decision making on binary hypotheses under which the signals are generated. The agents make the decisions sequentially one at a time. All the agents know the decisions of the previous agents. We study a setting where the agents instead of making deterministic decisions by maximizing personal expected utility, they act randomly according to their private beliefs. We propose a method by which the agents learn from the previous agents' random decisions using the Bayesian theory. We define the concept of social belief about the truthfulness of the two hypotheses and analyze its convergence. We provide performance and convergence analysis of the proposed method as well as simulation results that include comparisons with a deterministic decision making system.

Original languageEnglish
Title of host publication2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages6404-6408
Number of pages5
ISBN (Print)9781479928927
DOIs
StatePublished - 2014
Event2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014 - Florence, Italy
Duration: May 4 2014May 9 2014

Publication series

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

Conference

Conference2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
Country/TerritoryItaly
CityFlorence
Period05/4/1405/9/14

Keywords

  • Bayesian learning
  • decision
  • information aggregation
  • multiagent system
  • social learning

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