TY - JOUR
T1 - Geometric Lower Bounds for Distributed Parameter Estimation under Communication Constraints
AU - Han, Yanjun
AU - Ozgur, Ayfer
AU - Weissman, Tsachy
N1 - Funding Information:
This work was supported in part by NSF Center for the Science of Information, in part by the Google Research Award, and in part by the National Science Foundation under Award CCF-1704624 and Award NeTS-1817205.
Publisher Copyright:
© 1963-2012 IEEE.
PY - 2021/12/1
Y1 - 2021/12/1
N2 - We consider parameter estimation in distributed networks, where each sensor in the network observes an independent sample from an underlying distribution and has $k$ bits to communicate its sample to a centralized processor which computes an estimate of a desired parameter. We develop lower bounds for the minimax risk of estimating the underlying parameter for a large class of losses and distributions. Our results show that under mild regularity conditions, the communication constraint reduces the effective sample size by a factor of $d$ when $k$ is small, where $d$ is the dimension of the estimated parameter. Furthermore, this penalty reduces at most exponentially with increasing $k$ , which is the case for some models, e.g., estimating high-dimensional distributions. For other models however, we show that the sample size reduction is re-mediated only linearly with increasing $k$ , e.g. when some sub-Gaussian structure is available. We apply our results to the distributed setting with product Bernoulli model, multinomial model, Gaussian location models, and logistic regression which recover or strengthen existing results. Our approach significantly deviates from existing approaches for developing information-theoretic lower bounds for communication-efficient estimation. We circumvent the need for strong data processing inequalities used in prior work and develop a geometric approach which builds on a new representation of the communication constraint. This approach allows us to strengthen and generalize existing results with simpler and more transparent proofs.
AB - We consider parameter estimation in distributed networks, where each sensor in the network observes an independent sample from an underlying distribution and has $k$ bits to communicate its sample to a centralized processor which computes an estimate of a desired parameter. We develop lower bounds for the minimax risk of estimating the underlying parameter for a large class of losses and distributions. Our results show that under mild regularity conditions, the communication constraint reduces the effective sample size by a factor of $d$ when $k$ is small, where $d$ is the dimension of the estimated parameter. Furthermore, this penalty reduces at most exponentially with increasing $k$ , which is the case for some models, e.g., estimating high-dimensional distributions. For other models however, we show that the sample size reduction is re-mediated only linearly with increasing $k$ , e.g. when some sub-Gaussian structure is available. We apply our results to the distributed setting with product Bernoulli model, multinomial model, Gaussian location models, and logistic regression which recover or strengthen existing results. Our approach significantly deviates from existing approaches for developing information-theoretic lower bounds for communication-efficient estimation. We circumvent the need for strong data processing inequalities used in prior work and develop a geometric approach which builds on a new representation of the communication constraint. This approach allows us to strengthen and generalize existing results with simpler and more transparent proofs.
KW - Distributed estimation
KW - blackboard communication protocol
KW - high-dimensional geometry
KW - minimax lower bound
KW - strong data processing inequality
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U2 - 10.1109/TIT.2021.3108952
DO - 10.1109/TIT.2021.3108952
M3 - Article
AN - SCOPUS:85114718170
SN - 0018-9448
VL - 67
SP - 8248
EP - 8263
JO - IEEE Transactions on Information Theory
JF - IEEE Transactions on Information Theory
IS - 12
ER -