decentralized joint-sparse signal recovery: a sparse bayesian...

IEEE TRANSACTIONS ON SIGNAL AND INFORMATION PROCESSING OVER NETWORKS, VOL. 3, NO. 1, MARCH 2017 29

Decentralized Joint-Sparse Signal Recovery: ASparse Bayesian Learning Approach

Saurabh Khanna, Student Member, IEEE, and Chandra R. Murthy, Senior Member, IEEE

Abstract—This work proposes a decentralized, iterative, sparseBayesian learning algorithm for in-network estimation of multiplejoint-sparse vectors by a network of nodes, using noisy andunderdetermined linear measurements. The proposed algorithm,called consensus-based distributed sparse Bayesian learning,exploits the network wide joint sparsity of the unknown sparsevectors to recover them from significantly fewer number of localmeasurements compared to standalone sparse signal recoveryschemes. To reduce the amount of internode communication andthe associated overheads, the nodes exchange messages with onlya small set of bridge nodes. Under this communication scheme,we separately analyze the convergence of the underlying bridgenode-based alternating direction method of multiplier (ADMM)iterations used in our proposed algorithm and establish its linearconvergence rate. The findings from the convergence analysis ofdecentralized ADMM are used to accelerate the convergence ofthe proposed algorithm. Using Monte Carlo simulations as well asreal-world-data-based experiments, we demonstrate the superiorperformance of our proposed algorithm compared to existingdecentralized algorithms: DRL-1, DCOMP, and DCSP.

Index Terms—Alternating direction method of multipliers,decentralized estimation, distributed compressive sensing, jointsparsity, sparse Bayesian learning, sensor networks.

I. INTRODUCTION

W E consider the problem of in-network estimation of mul-tiple joint-sparse vectors by a network of connected

agents or processing nodes, using noisy and underdeterminedlinear measurements. Two or more vectors in Rn are called joint-sparse if, in addition to each vector being individually sparse,1

their nonzero coefficients belong to a common index set. Jointsparsity occurs naturally in scenarios involving multiple agentstrying to learn a sparse representation of a common physicalphenomenon. Since the underlying physical phenomenon is thesame for all the agents (with similar acquisition modalities),their individual sparse representations/model parameters tendto exhibit joint sparsity. In this work, we consider joint-sparse

Manuscript received December 19, 2015; revised May 15, 2016 and July2, 2016; accepted August 22, 2016. Date of publication September 21, 2016;date of current version February 7, 2017. This work was supported in part by aresearch grant from the Department of Electronics and Information Technology,Government of India. This paper has appeared in part in [1]. The associate editorcoordinating the review of this manuscript and approving it for publication wasProf. Danilo Mandic.

The authors are with the Department of Electrical Communication En-gineering, Indian Institute of Science, Bangalore 560012, India (e-mail:[email protected]; [email protected]).

Color versions of one or more of the figures in this paper are available onlineat http://ieeexplore.ieee.org.

Digital Object Identifier 10.1109/TSIPN.2016.26121201A vector in Rn is said to be k-sparse if only k(� n) out of its n coefficients

are nonzero.

vectors which belong to Type-2 Joint Sparse Model or JSM-2,one of the three generative models for joint-sparse signals [2].JSM-2 signal vectors satisfy the property that their nonzero co-efficients are uncorrelated within and across the vectors. JSM-2has been successfully used in several applications such as coop-erative spectrum sensing [3], [4], decentralized event detection[5], [6], multi-task compressive sensing [7] and MIMO channelestimation [8]–[10].

To further motivate the signal structure of joint sparsity ina distributed setup, consider the detection/classification of ran-domly occurring events in a field by multiple sensor nodes.Each sensor node j, 1 ≤ j ≤ L, employs a dictionary Ψj =[ψ1

j ;ψ2j ; . . . ;ψ

nj ], whose each column ψij is the signature cor-

responding to the ith event, one out of the n events which canpotentially occur. In many cases, due to the inability to accu-rately model the sensing process, the signature vectors ψij aresimply chosen to be the past recordings of jth sensor corre-sponding to standalone occurrence of the ith event, averagedacross multiple experiments [6]. This procedure can result indistinct dictionaries at the individual nodes. For any k (� n)events occurring simultaneously, a noisy sensor recording mightbelong to multiple subspaces, each spanned by different subsetsof columns of the local dictionary. In such a scenario, enforcingjoint sparsity across the sensor nodes can resolve the ambiguityin selecting the correct subset of columns at each sensor node.

In this work, we consider a distributed setup where eachindividual joint-sparse vector is estimated by a distinct node ina network comprising multiple nodes, with each node havingaccess to noisy and underdetermined linear measurements ofits local sparse vector. By collaborating with each other, thesenodes can exploit the joint sparsity of their local sparse vectorsto reduce the measurements required per node or improve thequality of their local signal estimates. In [2], it has been shownthat the number of local measurements required for commonsupport recovery can be dramatically reduced by exploiting thejoint sparsity structure prevalent across the network. In fact,as the nodes increase in number, exact signal reconstruction ispossible from as few as k measurements per node, where kdenotes the size of the support set. Such a substantial reductionin the number of measurements is highly desirable, especiallyin applications where the cost or time required to acquire newmeasurements is high.

Distributed algorithms for JSM-2 signal recovery come intwo flavors—centralized and decentralized. In the centralizedapproach, each node transmits its local measurements to a fusioncenter (FC) which runs a joint-sparse signal recovery algorithm.

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30 IEEE TRANSACTIONS ON SIGNAL AND INFORMATION PROCESSING OVER NETWORKS, VOL. 3, NO. 1, MARCH 2017

The FC then transmits the reconstructed sparse signal estimatesback to their respective nodes. In contrast, in a decentralizedapproach, the goal is to obtain the same centralized solutionat all nodes by allowing each node to exchange informationwith its single hop neighbors in addition to processing its localmeasurements. Besides being inherently robust to node failures,decentralized schemes also tend to be more energy efficient asthe inter-node communication is restricted to relatively shortranges covering only one hop communication links. Decentral-ized algorithms can also be viewed as a parallel implementationof the recovery algorithm, which is desirable when the com-putational cost of the overall algorithm is very high, as in bigdata applications. In this work, we focus on the decentralizedapproach for solving the sparse signal recovery problem underthe JSM-2 signal model.

A. Related Work

In this subsection, we briefly summarize the existing central-ized and decentralized algorithms for JSM-2 signal recovery.The earliest work on joint-sparse signal recovery considered ex-tensions of recovery algorithms meant for single measurementvector setup to the centralized multiple measurement vector(MMV) model [11], and demonstrated the significant perfor-mance gains that are achievable by exploiting the joint sparsitystructure. MMV Basic Matching Pursuit (M-BMP), MMVOrthogonal Matching Pursuit (M-OMP) and MMV FOcal Un-derdetermined System Solver (M-FOCUSS), introduced in [11],belong to this category. In [12], joint sparsity was exploited fordistributed encoding of multiple sparse signals. This work gen-eralized the joint-sparse signals as being generated accordingto one of the three joint-sparse signal models (JSM-1,2,3). Thiswork also proposed a centralized greedy algorithm called Simul-taneous Orthogonal Matching Pursuit (SOMP) [2] for JSM-2signal recovery. In [13], an Alternating Direction Method forMMV (ADM-MMV) was proposed which used an �2/�1 mixednorm penalty to promote a joint-sparse solution. In [14], themultiple response sparse Bayesian learning (M-SBL) algorithmwas proposed as an MMV extension of the SBL algorithm [15].Unlike the algorithms discussed earlier, M-SBL adopts a hierar-chical Bayesian approach by seeking the maximum a posteriorprobability (MAP) estimate of the JSM-2 signals. In M-SBL, ajoint-sparse solution is encouraged by assuming a joint sparsityinducing parameterized prior on the unknown sparse vectors,with the prior parameters learnt directly from the measurements.M-SBL has been shown to outperform deterministic methodsbased on �0 norm relaxation such as M-BMP and M-FOCUSS[11] as well as greedy algorithms such as SOMP. AMP-MMV[16] is another Bayesian algorithm which uses ApproximateMessage Passing (AMP) to obtain marginalized conditionalposterior distributions of joint-sparse signals. Owing to theirlow computational complexity, AMP based algorithms aresuitable for recovering signals with large dimensions. However,they have been shown to converge only for large dimensionaland randomly constructed measurement matrices. Interestedreaders are referred to [17] for an excellent study compar-ing some of the aforementioned centralized JSM-2 signalrecovery algorithms.

Among decentralized algorithms, collaborative orthogonalmatching pursuit (DCOMP) [18] and collaborative subspacepursuit (DCSP) [19] are greedy algorithms for JSM-2 signalrecovery, and both are computationally very fast. However, asdemonstrated later in this paper, they do not perform as wellas regularization based methods which induce joint sparsity intheir solution by employing a suitable penalty. Moreover, bothDCOMP and DCSP assume a priori knowledge of the size ofthe nonzero support set, which could be unknown or hard toestimate. Decentralized row-based LASSO (DR-LASSO) [20]is an iterative alternating minimization algorithm which opti-mizes a non-convex objective with �1-�2 mixed norm basedregularization to obtain a joint-sparse solution. In decentralizedre-weighted �1(�2) minimization algorithms, or DRL-1,2 [5], anon-convex sum-log-sum penalty is used which induces sparsitymore strongly compared to the �1 norm penalty [21]. The re-sulting non-convex objective is replaced by a surrogate convexfunction constructed from iteration dependent weighted �1 /�2norm terms. However, both DR-LASSO and DRL-1,2 necessi-tate cross validation to tune the amount of regularization neededfor optimal support recovery performance. DRL-1,2 also re-quires proper tuning of a so-called smoothing parameter and anADMM parameter for its optimal performance. By employinga Bayesian approach, we can completely eliminate any need forcross validation, by learning the parameters of a family of signalpriors, such that selected signal prior has maximum Bayesianevidence [22], [23]. DCS-AMP [3] is one such decentralized al-gorithm which employs approximate message passing to learna parameterized joint sparsity inducing Bernoulli-Gaussian sig-nal prior. Turbo Bayesian Compressive Sensing (Turbo-BCS)[24], another decentralized algorithm, adopts a more relaxedzero mean Gaussian signal prior, with the variance hyperpa-rameters themselves distributed according to an exponentialdistribution. The relaxed signal prior improves the MSE per-formance without compromising on the sparsity of the solution.Turbo-BCS, however, involves direct exchange of signal esti-mates between the nodes, which renders it unsuitable for appli-cations where it is necessary to preserve the privacy of the localsignals.

B. Contributions

Our main contributions in this work are as follows:1) We propose a novel decentralized, iterative, Bayesian

joint-sparse signal recovery algorithm called Consen-sus Based Distributed Sparse Bayesian Learning or CB-DSBL. Our proposed algorithm works by establishingnetwork wide consensus with respect to the estimatedparameters of a joint sparsity inducing signal prior. Thelearnt signal prior is subsequently used by the individualnodes to obtain MAP estimates of their local sparse signalvectors.

2) The proposed algorithm employs the Alternating Direc-tion Method of Multipliers (ADMM) to solve a seriesof iteration dependent consensus optimization problemswhich require the nodes to exchange messages with eachother. To reduce the associated communication overheads,

KHANNA AND MURTHY: DECENTRALIZED JOINT-SPARSE SIGNAL RECOVERY: A SPARSE BAYESIAN LEARNING APPROACH 31

we adopt a bandwidth efficient inter-node communicationscheme. This scheme entails the nodes exchanging mes-sages with only a predesignated subset of its single hopneighbors known as bridge nodes, as motivated in [25]. Inthis connection, we analytically establish the relationshipbetween the selected set of bridge nodes and the conver-gence rate of the ADMM iterations. For the bridge-nodebased inter-node communication scheme, we show linearrate of convergence for the ADMM iterations when ap-plied to a generic consensus optimization problem. Theanalysis is useful in obtaining a closed form expression forthe tunable parameter of our proposed joint sparse signalrecovery algorithm, ensuring its fast convergence.

3) We empirically demonstrate the superior MSE and sup-port recovery performance of CB-DSBL compared to ex-isting decentralized algorithms. The experimental resultsare presented for both synthetic and real world data. In thelatter case, we illustrate the performance of the differentalgorithms for the application of cooperative widebandspectrum sensing in cognitive radios.

In Table I, we compare the existing decentralized joint-sparsesignal recovery schemes with respect to their per iteration com-putational and communication complexity, privacy of local esti-mates, presence/absence of tunable parameters and dependenceon prior knowledge of the sparsity level. As highlighted in thecomparison in Table I, CB-DSBL belongs to a handful of de-centralized algorithms for joint-sparse signal recovery whichdo not require a priori knowledge of the sparsity level, relyonly on single hop communication, and do not involve directexchange of local signal estimates between network nodes. Be-sides this, unlike loopy Belief Propagation (BP) or ApproximateMessage Passing (AMP) based Bayesian algorithms, CB-DSBLdoes not suffer from any convergence issues even when the lo-cal measurement matrix at each node is dense or not randomlyconstructed.

The rest of this paper is organized as follows. Section IIdescribes the system model and the problem statement of dis-tributed JSM-2 signal recovery. Section III discusses the cen-tralized M-SBL [14] adapted to our setup, and sets the stage forour proposed decentralized solution. Section IV develops theproposed CB-DSBL algorithm along with a detailed discussionon the convergence properties of the underlying ADMM itera-tions. Other implementation specific issues are also discussed.Section V compares the performance of the proposed algorithmwith existing ones with respect to various performance metrics.Section VI illustrates CB-DSBL’s performance in a real worldapplication of compressive wideband spectrum sensing. Finally,Section VII concludes the paper.

Notation: Boldface lowercase and uppercase alphabets areused to denote vectors and matrices, respectively. Script styledalphabet (for exampleA) is used to denote a set. |A| denotes thecardinality of set A. The term xkj (i) denotes the ith element ofvector x associated with node j at kth iteration/time index. Thesuperscript (.)T denotes the transpose operation. For matricesA and B of sizesm× n and p× q respectively, A⊗B denotestheir Kronecker product, which is of size mp× nq. N (μ,Σ)

denotes the Gaussian distribution with mean μ and covariancematrix Σ. E(x|y) denotes the expectation of random vari-able/vector x conditioned on another random variable/vector y.

II. DISTRIBUTED JSM-2 SYSTEM MODEL

We consider a network of L nodes/sensors connected as anetwork described by a bi-directional graph G = (J ,A). J ={1, 2, . . . , L} is the set of vertices in G, each vertex representinga node in the network. Set A contains the edges in G, eachedge representing a single hop error-free communication linkbetween a distinct pair of nodes. Each node is interested inestimating an unknown k-sparse vector xj ∈ Rn fromm locallyacquired noisy linear measurements yj ∈ Rm . The generativemodel of the local measurement vector yj at node j is given by

yj = Φjxj + wj , 1 ≤ j ≤ L (1)

where, Φj ∈ Rm×n is a full rank sensing matrix and wj ∈ Rm

is the measurement noise modeled as zero mean Gaussiandistributed with covariance matrix σ2

j Im . The sparse vectorsx1 ,x2 , . . . ,xL at different nodes follow the JSM-2 signal model[12]. This implies that all xj share a common support, repre-sented by the index set S. From the JSM-2 model, it also followsthat the nonzero coefficients of the sparse vectors are indepen-dent within and across the vectors.

The goal is to recover the sparse vectors x1 ,x2 , . . . ,xL at therespective nodes using decentralized processing. In addition toprocessing the locally available data

{yj ,Φj , σ

2j

}at jth node,

each node must collaborate with its single hop neighboringnodes to exploit the network wide joint sparsity of the sparsevectors. The decentralized algorithm should be able to generatethe centralized solution at each node, as if each node has accessto the global information, i.e.,

{yj ,Φj , σ

2j

}j∈J .

III. CENTRALIZED ALGORITHM FOR JSM-2

In this section, we briefly recall the centralized M-SBLalgorithm [14] for JSM-2 signal recovery and extend it to sup-port distinct measurement matrices Φj and noise variances σ2

j

at each node. The centralized algorithm runs at an FC, whichassumes complete knowledge of network wide information,{yj ,Φj , σ

2j

}Lj=1

. For ease of notation, we introduce two vari-

ables X � {x1 ,x2 , . . . ,xL} and Y � {y1 ,y2 , . . . ,yL} to beused in the sequel. Similar to M-SBL, each of the sparse vectorsxj , j ∈ J is assumed to be distributed according to a parame-terized signal prior p(xj ;γ) shown below.

p(xj ;γ) =n∏

i=1

p (xj (i);γ) =n∏

i=1

1√

2πγ(i)exp

(−xj (i)2

2γ(i)

).

(2)Further, the joint signal prior p(X;γ) is assumed to be

p(X;γ) =∏

j∈Jp(xj ;γ). (3)

In the above, γ = (γ(0),γ(1), . . . ,γ(n))T is an n dimen-sional hyperparameter vector, whose ith entry, γ(i), models the


TABLE ICOMPARISON OF DECENTRALIZED JOINT-SPARSE SIGNAL RECOVERY ALGORITHMS

Decentralized Per node, per iteration Per node, per iteration Privacy of local Tunable parameters Assumes a priori knowledgealgorithm computational complexity communication complexity signal estimates (if any) of sparsity level

DCSP [19] O(mn + ζn + k log n + m 2 ) O(ζn + k log n) Yes None YesDCOMP [18] O(nζ + L) O(ζn + L) Yes None YesDRL-1 [5] O((n2 + m 3 + nm 2 )rmax + ζn) O(ζn) Yes Yes NoDR-LASSO [20] O(n2mT1 + ζnT2 ) O(ζnT2 ) Yes Yes NoTurbo-BCS [24] O(n3 + nL + nk 2 + k 3 + mk) O(kL) No None NoDCS-AMP [3] O(mn + ζn + c1 n) O(ζn) Yes Yes NoCB-DSBL (proposed) O(n2 + m 3 + nm 2 + ζnrmax) O(ζnrmax) Yes None No

1. n, m, k and L stand for the dimension of unknown sparse vector, number of local measurements per node, number of nonzero coefficients in the true support and networksize, respectively.

2. ζ is the maximum number of communication links activated per node, per communication round.3. rmax is the number of inner loop ADMM iterations executed per CB-DSBL iteration.4. In DRL-1, rmax is the number of inner loop ADMM iterations used to obtain an inexact solution to the weighted �1 norm based subproblem.5. T1 and T2 denote the number of iterations of the two different inner loop iterations executed per DR-LASSO iteration.

common variance of xj (i) for 1 ≤ j ≤ L. Since the signal pri-ors p(xj ;γ) are parameterized by a common γ, if γ has asparse support S, then the MAP estimates of x1 ,x2 , . . . ,xLwill also be jointly sparse with the same common support S.The Gaussian prior in (2) promotes sparsity as it has an alternateinterpretation as a parameterized variational approximation ofthe sparsity inducing Student’s t-distributed prior [26]. Underthis interpretation, finding the hyperparameter vector γ whichmaximizes the likelihood p(Y;γ) is equivalent to finding thevariational approximation which has the largest Bayesian evi-dence.

Let γML denote the maximum likelihood (ML) estimate ofhyperparameters of the joint source prior:

γML = arg maxγ

p(Y;γ) (4)

where p(Y;γ) is a type-2 likelihood function obtained bymarginalizing the joint density p(Y,X;γ) with respect to theunknown vectors in X, i.e.,

p(Y;γ) =L∏

j=1

∫p(yj |xj )p(xj ;γ)dxj

=L∏

j=1

N (0,ΦjΓΦT

j + σ2j Im

). (5)

Here Γ = diag(γ). We note that γML cannot be derived inclosed form by directly maximizing the likelihood in (5) withrespect to γ. Hence, as suggested in the SBL framework [15], weuse the expectation maximization (EM) procedure to maximizelog p(Y;γ) by treating X as hidden variables.

We now discuss the main steps of the EM algorithm to ob-tain γML. Let qθ (X) denote the variational approximation oftrue conditional density p(X|Y,γ) with variational parameterset θ = (μj , Σj )j∈J . The variational parameters μj and Σj

represent the conditional mean and covariance of xj given yj .Then, as shown in [27], the log likelihood admits the following

decomposition.

log p(Y;γ) =∫qθ (X) log

p(Y,X;γ)qθ (X)

dX

+D (qθ (X) || p(X|Y;γ)) (6)

where the term D(qθ ||p) =∫qθ (X) log qθ (X)

p(X |Y ;γ) dX is theKullback-Leibler (KL) divergence between the probability den-sities qθ and p. From the non-negativity of D(qθ ||p) [28], thelog likelihood is lower bounded by the first term in the RHS. Inthe E-step, we choose θ to make this variational lower boundtight by minimizing the KL divergence term.

θk+1 = arg minθ

D(qθ (X) || p(X|Y,γk )). (7)

Here, k denotes the iteration index of EM algorithm. From theLMMSE theory, p(xj |yj ,γk ) is Gaussian with mean μk+1

j and

covariance Σk+1j given by

Σk+1j = Γk − ΓkΦT

j

(σ2j Im + ΦjΓkΦT

j

)−1ΦjΓk

and μk+1j = σ−2

j Σk+1j ΦT

j yj . (8)

By choosing θk+1 = {μk+1j ,Σk+1

j }j∈J and qθk + 1 (X) ∼∏

j∈J N (xj ;μk+1j ,Σk+1

j ), the KL divergence term in (7) canbe driven to its minimum value of zero.

In the M-step, we choose γ to maximize the tight variationallower bound obtained in the E-step:

γk+1 = arg maxγ

∫qθk + 1 (X) log

p(Y,X;γ)qθk + 1 (X)

dX

= arg maxγ

EX∼qθ k + 1 [log p(Y,X;γ)] . (9)

As shown in Appendix A, the optimization problem (9) can berecast as the following minimization problem.

γk+1 = arg minγ∈Rn

+

∑

j∈J

n∑

i=1

(

log γ(i) +Σkj (i, i) + μk

j (i)2

γ(i)

)

.

(10)


From the zero gradient optimality condition in (10), the M-stepreduces to the following update rule:

γk+1(i) =1L

∑

j∈J

(Σk+1j (i, i) + μk+1

j (i)2) for 1 ≤ i ≤ n.

(11)By repeatedly iterating between the E-step (8) and the M-step(11), the EM algorithm converges to either a local maximumor a saddle point of log p(Y;γ) [29]. Once γML is obtained,the MAP estimate of xj is evaluated by substituting γML inthe expression for μj in (8). It is observed that when the EMalgorithm converges, the γ(i)’s belonging to the inactive supporttend to zero, resulting in sparse MAP estimates.

IV. DECENTRALIZED ALGORITHM FOR JSM-2

A. Algorithm Development

In this section, we develop a decentralized version ofthe centralized algorithm discussed in the previous section.For notational convenience, we introduce an n length vec-tor akj =

(akj,1 , a

kj,2 , . . . , a

kj,n

)Tmaintained at node j, where

akj,i = Σkj (i, i) + μk

j (i)2 , Σk

j and μkj are as defined in (8).

From (11), we observe that the solution of the M-step opti-mization (10) can be interpreted as an average of the L vectors{ak+1j

}Lj=1

. The same solution can also be obtained by solvinga different minimization problem

γk+1 = arg minγ∈Rn

+

∑

j∈J‖γ − ak+1

j ‖22 . (12)

Unlike the non-convex M-step objective function in (10), thesurrogate objective function in (12) is convex in γ and thereforecan be minimized in a distributed manner using powerful convexoptimization techniques. An alternate form of (12) amenable todistributed optimization is given by

minγj ∈Rn

+ , j∈J

∑

j∈J‖γj − ak+1

j ‖22

subject to γj = γj ′ ∀ j ∈ J , j ′ ∈ Nj (13)

where Nj denotes the set of single hop neighbors of node j.The equality constraints in (13) ensure its equivalence to the un-constrained optimization in (12). Here, the number of equalityconstraints is equal to |A|, the total number of single hop linksin the network. In a naive decentralized implementation of (13),the number of messages exchanged between the nodes grow lin-early with the number of consensus constraints. By restrictingthe nodes to exchange information only through a small set ofpre-designated nodes called bridge nodes, the number of con-sensus constraints can be drastically reduced while preservingthe equivalence of (12) and (13). Let B ⊆ J denote the set ofall bridge nodes in the network and Bj ⊆ B denote the set ofbridge nodes belonging to the single hop neighborhood of nodej, then (13) can be rewritten as

minimizeγj ∈Rn

+ ,j∈J

∑


j ‖22

subject to γj = γb ∀ j ∈ J , b ∈ Bj . (14)

Fig. 1. Selection of bridge nodes in a sample network consisting of 10 nodes.In the proposed scheme, only those edges that have at least one of the verticesas a bridge node are used for communication. The remaining edges are not usedfor communication. For example, node 9 communicates only with bridge nodes4 and 8.

The auxiliary variables γb , called bridge parameters, are usedto establish consensus among γj . Each bridge parameter γb isa non negative n length vector maintained by the bridge nodeb. As motivated in [25], [30], using bridge nodes to impose net-work wide consensus allows us to trade off between the com-munication cost and robustness of the distributed optimizationalgorithm.2

The following Lemma provides sufficient conditions on thechoice of the bridge node set B under which (12) and (14) areequivalent. The proof for the Lemma can be found in [25].

Lemma 1: For a connected graph G, if the bridge node setB ⊆ J satisfies the following conditions

1) Each node j must be connected to at least one bridge nodein B, i.e., Bj �= φ for any j ∈ J , and,

2) If node j1 and node j2 are single-hop neighbors, thenBj1

⋂Bj2 �= φ for any j1 , j2 ∈ J ,then, in the solution to (14), γj ’s are equal for all j ∈ J .Fig. 1 illustrates the selection of bridge nodes according to

Lemma 1, in a sample network. In this work, we employ the Al-ternating Directions Method of Multipliers (ADMM) algorithm[31] to solve the convex optimization problem in (14). ADMM isthe state of the art dual ascent algorithm for solving constrainedconvex optimization problems, offering a linear convergencerate and a natural extension to a decentralized implementa-tion. We start by constructing an augmented Lagrangian, Lρ ,given by

Lρ(γJ ,γB,λ) �∑


j ‖22

+∑

j∈J

∑

b∈Bj(λbj )

T (γj − γb) +ρ

2

∑

j∈J

∑

b∈Bj‖γj − γb‖22 (15)

where λbj denotes the n× 1 sized Lagrange multiplier vectorcorresponding to the equality constraint γj = γb and ρ is apositive scalar which biases the quadratic consensus penaltyterm. For lighter notation, we define concatenated vectors γJ =

2In an alternate embodiment of the proposed algorithm, the message ex-changes could be restricted to occur only through the (trustworthy) bridgenodes, thereby avoiding direct communication between the nodes. In this case,the role of the bridge nodes could be to enforce consensus in γ across the nodes,and these nodes need not directly participate in signal reconstruction.


{γT1 ,γ

T2 , . . . ,γ

TL }T and γB = {γT

b1, . . . ,γT

b |B|}T . We also de-fine the nNC × 1 concatenated Lagrange multiplier vector λ,where NC is the number of equality constraints in (14). Thesolution to (14) is then obtained by executing the followingADMM iterations until convergence:

γr+1J = arg min

γJLρ(γJ ,γ

rB,λ

r ) (16)

γr+1B = arg min

γBLρ(γr+1

J ,γB,λr ) (17)

(λbj )r+1 = (λbj )

r + ρ(γr+1j − γr+1

b ) (18)

∀j ∈ J , b ∈ Bj . Here, r denotes the ADMM iteration index.In (16-17), the primal variables, γJ and γB, are updated in aGauss-Seidel fashion by minimizing the augmented Lagrangian,Lρ , evaluated at the previous estimate of the dual variableλ. By adding an extra quadratic penalty term to the originalLagrangian, the objective in (17) is no longer affine in γB andhence has a bounded minimizer. The dual variable λ is updatedvia a gradient-ascent step (18) with a step-size equal to theADMM parameter ρ. This particular choice of step-size ensuresthe dual feasibility of the iterates {γr+1

J ,γr+1B ,λr+1} for all

r [31]. Since the augmented Lagrangian Lρ is strictly convexwith respect to γJ and γB individually, the zero gradient opti-mality conditions for (16) and (17) translate into simple updateequations for γj and γb :

γr+1j =

2ak+1j +

∑b∈Bj

(ργr

b − (λbj )r)

2 + ρ|Bj | ∀ j ∈ J (19)

and γr+1b =

∑j∈Nb (ργ

r+1j + (λbj )

r )ρ|Nb | ∀ b ∈ B. (20)

HereNb denotes the set of nodes connected to bridge node b. Asshown in Appendix B, by eliminating the Lagrange multiplierterms from (18) and (20), the update rule for γb can be furthersimplified to

γr+1b =

1|Nb |

∑

j∈Nbγr+1j ∀ b ∈ B. (21)

In Section IV-F, we compare the bridge node based ADMMdiscussed above with other decentralized optimization tech-niques in the literature. We show empirically that the bridgenode based ADMM scheme is able to flexibly trade off be-tween communication complexity, robustness to node failures,speed of convergence, and signal reconstruction performance.Moreover, the ADMM iterations (16)–(18) can be adapted tohandle time varying, asynchronous networks, as suggested in[32]. During the asynchronous operation, the dynamic assign-ment of bridge nodes can be avoided by designating all nodesas bridge nodes.

B. CB-DSBL Algorithm

We now propose the CB-DSBL algorithm. Essentially, it isa decentralized EM algorithm for finding the ML estimate ofthe hyperparameters γ. The algorithm comprises two nestedloops. In the outer loop, each node performs the E-step (8) in

Algorithm 1: Consensus Based Distributed SparseBayesian Learning (CB-DSBL).

Initializations: k ← 0γkj ← 10−31n×1 ∀j ∈ J ;

γkb , (λbj )

k ← 0 ∀j ∈ J , b ∈ Bj ;while (k < kmax) & (ΔγJ > ε) do

E step: Each node sj , j ∈ J , updates akj according to (8).M step: r ← 0, γr

J ← γkJ , γr

B ← γkB, (λ)r ← (λ)k

while r < rmax do1. All nodes sj∈J update their local estimate of

hyperparameters γrj according to (19).

2. All nodes sj∈J transmit the updated γr+1j estimate

to connected bridge nodes sb∈Bj .3. Each bridge node sb∈B updates its bridge variable

γrb according to (21).

4. All bridge nodes sb∈B transmit updated bridgehyperparameters γr+1

b to nodes in theirneighborhood Nb .

5. All nodes sj∈J update their Lagrange multipliers(λbj )

r , b ∈ Bj according to (18).6. r ← r + 1

endγkJ ← γr

J , γkB ← γr

B, (λ)k ← (λ)r

k ← k + 1ΔγJ ← ||γk

J − γk−1J ||2

end

a standalone manner. In the inner loop, ADMM iterations areperformed to solve the M-step optimization in a decentralizedmanner. Upon convergence of the outer loop, each node j ∈ Jhas the same ML estimate of γ, which is then used to obtaina MAP estimate of the local sparse vector xj , similar to thecentralized algorithm. The steps of the CB-DSBL algorithm aredetailed in Algorithm 1.

Each ADMM iteration in the M-step of the CB-DSBL algo-rithm involves two rounds of communication (Steps 2 and 4)between the nodes. In the first communication round, each nodej ∈ J transmits γj ∈ Rn to its |Bj | single hop neighbors. In thesecond communication round, each bridge node b ∈ B transmitsγb ∈ Rn to its |Nb | single hop neighbors. Thus, in each M-step,2n∑

j∈J |Bj | real numbers are exchanged between the nodesand their respective bridge nodes. A pragmatic way to select thebridge node set B is to sort the nodes in decreasing order of theirnodal degrees and retain the least number of top most |B| nodessatisfying the conditions in Lemma 1. In Section V, we showempirically that this method of selecting bridge nodes is able tosignificantly reduce the overall communication complexity ofthe algorithm.

The inter-node communication can be further optimized byexecuting only a finite number of ADMM iterations per M-step.3

In a practical embodiment of the algorithm, running a single

3Even further reduction in internode communication is possible in subsequentrounds of ADMM (r ≥ 2). Each node j needs to exchange only incrementalchanges in γrj , as the initial value γ0

j is already available at the neighboringnodes from the first round of communication.


Fig. 2. This plot illustrates the sensitivity of CB-DSBL’s outer loop iterationsto the number of ADMM iterations executed per M-step in the inner loop ofthe algorithm. Each point in the curve represents the average number of overallCB-DSBL iterations needed to achieve less than 1% signal reconstruction errorfor a given number of ADMM iterations executed in the inner loop. Simulationparameters used: n = 100, m = 10, L = 10, 5% sparsity, SNR = 30 dB and# trials = 100.

Fig. 3. Convergence of decentralized CB-DSBL to centralized M-SBL solu-tion for different network sizes and SNRs. The CB-DSBL variant used hereexecutes a single ADMM iteration per EM iteration. Other simulation param-eters: n = 50, m = 10 and 10% sparsity. (a) L = 10 nodes, SNR = 10 dB.(b) L = 10 nodes, SNR = 20 dB. (c) L = 20 nodes, SNR = 10 dB. (d) L = 20nodes, SNR = 20 dB.

ADMM iteration per M-step is sufficient for the CB-DSBL toconverge. As shown in Fig. 2, beyond two or three ADMMiterations per M-step, there is only a marginal improvement inthe quality of solution as well the convergence speed. Fig. 3shows that even with a single ADMM iteration per M-step,CB-DSBL typically converges quite rapidly to the centralizedsolution.

It is also noteworthy to mention that, in CB-DSBL, the nodesare allowed to exchange only their local estimates of the com-mon hyperparameter γ. Thus, the proposed algorithm is wellsuited for applications which require the nodes to keep theirlocal signal estimates private.

C. Convergence of ADMM Iterations in the M-Step

In this section, we analyze the convergence of the ADMMiterations (18), (19) and (21) derived for the M-step optimizationin CB-DSBL. By doing so, we aim to highlight the effects ofthe bridge node set B and the augmented Lagrangian parameterρ on the convergence of the ADMM iterations.

ADMM has been a popular choice for solving both convex[5], [25], [31], [33], [34] and more recently nonconvex [35] opti-mization problems as well, in a distributed setup. In its classicalform, ADMM solves the following constrained optimizationproblem:

minx,z

f(x) + g(z)

subject to Ax + Bz = c, (22)

where x ∈ Rn and z ∈ Rm are the primal variables. The ma-trices A,B and the vector c appearing in the linear equal-ity constraint are of appropriate dimensions. The functionsf : Rn → R and g : Rm → R are convex with respect to x andz, respectively. In [36], the authors have shown linear conver-gence rate for the classical ADMM iterations under the assump-tions of strict convexity and Lipschitz gradient on one of f org, along with full row rank assumptions for the matrix A. How-ever, in the ADMM formulation of a decentralized consensusoptimization problem, the coefficient matrix A is seldom of fullrow rank. In [37], the full row rank condition of A was relaxedand linear rate of convergence was established for decentralizedADMM iterations for a generic convex optimization with linearconsensus constraints similar to (13). In [38], the convergenceof ADMM for solving an average consensus problem has beenanalyzed for both noiseless and noisy communication links. Inboth [37] and [38], the secondary variables indicated by theentries of z have a one to one correspondence with the com-munication links between the network nodes. However, such abijection is not valid for the bridge variables used in our workfor enforcing consensus between the primal variables. Due tothis, the convergence results of [37], [38] are not applicable toour case. In the sequel, we present the analysis of the conver-gence of decentralized ADMM iterations for the bridge nodebased internode communication scheme.

We start by defining block matrices E1 = C1 ⊗ In andE2 = C2 ⊗ In of sizes nNC × nL and nNC × n|B|, respec-tively. The rows of C1 and C2 encode the NC equality con-straints in (14) such that if the ith equality constraint is γj = γbk ,bk ∈ B, then C1(i, j) = 1 and C2(i, k) = −1; with the rest ofthe entries in the ith row equal to zero. It can be shown thatthe minimum and maximum number of bridge nodes connectedto any node in the network is the same as the minimum andmaximum eigenvalues of ET

1 E1 , denoted by σ2min and σ2

max,respectively. Fig. 4 illustrates the construction of the block ma-trices E1 and E2 for an example network consisting of 5 nodes.Using the newly defined terms, the optimization problem in (14)can be rewritten compactly as

minγJ ,γB

f(γJ ) s.t. E1γJ + E2γB = 0 (23)


Fig. 4. Construction of block matrices E1 and E2 for a sample 5 nodenetwork. The matrices E1 and E2 are together used to enforce the linearconsensus constraints in (13), as shown in (23). Notice the correspondencebetween the diagonal coefficients of ET

1 E1 and the number of bridge nodeconnections per node.

where f : RnL → R denotes the objective function in (14),which depends only on γJ . The augmented Lagrangian Lρcorresponding to (23) can also be rewritten compactly as

Lρ(γJ ,γB,λ) = f(γJ ) + λT (E1γJ + E2γB)

+ρ

2(E1γJ + E2γB)

T (E1γJ + E2γB).

(24)

By construction, the block matrix E1 has full column rank, asall its columns are mutually disjoint in support. However, E1can be row rank deficient due to repeated rows caused by anode being connected to multiple bridge nodes, which is oftenthe case. Theorem 1 below summarizes the convergence of theADMM iterations (18), (19) and (21) to their fixed point. Theresult in Theorem 1 holds for any f that is strongly convexwith strong convexity constant mf , has a Lipschitz continuousgradient with Lipschitz constant Mf .

Theorem 1: Let {γ∗J , γ∗B} and λ∗ denote the unique primaland dual optimal solutions of (23), and vector u be constructedas u = [(E2γB)T λT ]T (similarly for ur ,u∗). Then, it holdsthat

1) The sequence ur is Q-linearly4 convergent to u∗, i.e.,

‖ur+1 − u∗‖G ≤ 11 + δ

‖ur − u∗‖G (25)

where δ is evaluated as

δ= maxμ,ν≥1

⎧⎨

⎩min

⎛

⎝ 2mf

νM 2f

ρ(ν−1)σ 2min

+μρσ2max

,σ2

min

νσ2max

,μ−1μ

⎞

⎠

⎫⎬

⎭.

(26)2) The primal sequence γr

J is R-linearly5 convergent to γ∗J ,i.e.,

‖γr+1J − γJ ∗‖2 ≤

12mf

‖ur − u∗‖G (27)

4A sequence xk : Z+ → R is said to be Q-linearly convergent to L, if there

exists a μ ∈ (0, 1) such that limk→∞

|xk + 1−L ||xk −L | = μ [37].

5A sequence xk : Z+ → R is said to be R-linearly convergent to L, if thereexists a Q-linearly convergent sequence yk which converges to zero such thatlimk→∞

|xk − L| ≤ yk .

where ‖ · ‖G is the weighted norm with respect to the diagonalmatrix G = diag(ρIn |B|, ρ−1INC

).Proof: See Appendices C and D. �According to Theorem 1, the primal optimality gap ||γr

J −γ∗J ||2 decays R-linearly with each ADMM iteration. Moreover,since γ∗J is primal feasible, there is consensus among γj , j ∈ Jupon convergence, implying that each node effectively mini-mizes the centralized M-step cost function in (10).

D. Selection of the Augmented Lagrangian Parameter ρ

From (25) and (27) in Theorem 1, we observe that to optimizethe decay of the primal optimality gap between γr

J and γ∗J ineach ADMM iteration, the augmented Lagrangian parameter ρhas to be chosen such that it maximizes δ in (26). Theorem 2reveals the optimal value of ρ and the corresponding value of δ.

Theorem 2: The optimal value of augmented Lagrangian pa-rameter ρwhich uniquely maximizes δ as defined in (26) is givenby

ρopt =Mf

σmaxσmin

⎡

⎣

√(κ− 1)2 + 4κκ2

f + (κ− 1)√

(κ− 1)2 + 4κκ2f − (κ− 1)

⎤

⎦

12

. (28)

The corresponding maximal value of δ is given by

δopt =2

(κ+ 1 +

√(κ− 1)2 + 4κκ2

f

) (29)

where κf =Mf

mfrepresents the condition number of the objec-

tive function in (23) and κ = σ 2maxσ 2

minis the ratio of the maximum

and minimum eigenvalues of ET1 E1 .

Proof: See Appendix E. �From (29), we observe that the convergence rate of the

ADMM iteration in the M-step of the CB-DSBL algorithm de-pends upon two factors: κ and κf . κ close to its minimum valueof unity results in faster convergence of the ADMM iterations.Since the ratio κ = σ2

max\σ2min is also equal to the ratio of max-

imum and minimum number of bridge nodes per node in thenetwork, a rule of thumb for bridge node selection would beto ensure that each node is connected to more or less the samenumber of bridge nodes. The convergence rate also dependsupon κf , the parameter that determines how well conditionedthe function f is. For the case where f is the objective functionin (14), it is easy to check thatmf = Mf = 2 and κf = 1. Thus,specific to CB-DSBL, the optimal ADMM parameter ρ is givenby ρopt = 2

σ 2min

and the corresponding δopt = 1κ+1 . For a given

network connectivity graph G, this ρopt can be computed off-lineand programmed in each node. As shown in Fig. 5, the averageMSE and mean number of iterations vary widely with ρ, an in-appropriate choice of ρ resulting in slow convergence and poorreconstruction performance. Also, the ρopt computed in (28) isvery close to the ρ that results in both the fastest convergence aswell as the lowest average MSE.


Fig. 5. Left and right plots show the sensitivity of the number of iterationsrequired for convergence and NMSE, respectively, with respect to the ADMMparameter ρ. The scale factor ρ = 1 corresponds to ρopt in (28).

E. Computational Complexity of CB-DSBL

In this section, we discuss the computational complexityof the steps involved in a single iteration of the CB-DSBLalgorithm. The local E-step requires O(n2 + nm2 +m3) ele-mentary operations at each node. The M-step is executed asmultiple (say, rmax) ADMM iterations. A single ADMM itera-tion involves updating of the local hyperparameter estimate γj

and Lagrange multipliers, which takesO(ζn) computations pernode, ζ being the highest number of bridge nodes assigned pernode in the network. Further, each bridge node b ∈ B has toperform an additional O(ζn) computations to update the localbridge parameters γb in every ADMM iteration. Thus, the over-all computational complexity of a single CB-DSBL algorithmat each node is O(n2 + nm2 +m3 + ζnrmax). As desired, thecomputational complexity does not scale with L, i.e., the totalnumber of nodes in the network.

F. Other CB-DSBL Variations

There are several alternatives to the aforementioned bridgenode based ADMM technique that could potentially be used tosolve the M-step optimization in (13). In this section, we presentempirical results comparing the performance and communica-tion complexity of four different variations of the proposed CB-DSBL algorithm based on (i) bridge node based ADMM [25](ii) Distributed ADMM (D-ADMM) [34] (iii) Consensus aver-aging Method of Multipliers (CA-MoM) [39], and (iv) EXactfirsT ordeR Algorithm (EXTRA) [40]. The first three ADMMimplementations differ in their use of auxiliary variables in en-forcing the consensus constraints in (13). Each of these decen-tralized algorithms is endowed with at least O( 1

k ) convergencerate, where k stands for the iteration count. Besides these four,there are proximal gradient based methods [41], [42] relyingon Nesterov-type acceleration techniques which also offer lin-ear convergence rates. However, these algorithms require theobjective function to be bounded and involve multiple com-munication rounds per iteration, which is of major concern inour work. As shown in Fig. 6, the proposed CB-DSBL variantrelying on the bridge node based ADMM scheme is the mostcommunication efficient one.

G. Implementation Issues

The CB-DSBL algorithm can be seen as a decentralized EMalgorithm to find the ML estimate of the hyperparameters γ

Fig. 6. Comparison of the communication complexity of CB-DSBL vari-ants based on ‘bridge node’ ADMM [25], CA-MoM [39], D-ADMM [34] andEXTRA [40] algorithms. The plot shows the average number of messages ex-changed between nodes in order to achieve less than 1% signal reconstructionerror (−20 dB NMSE). Other simulation parameters: n = 50, m = 10, 10%sparsity, SNR = 30 dB, # trials = 500.

of a sparsity inducing prior. CB-DSBL, not surprisingly, alsoinherits the property of the EM algorithm of converging to alocal maximum of the ML cost function log p(Y;γ). However,getting trapped in a local maximum is not an issue, as it has beenshown in [15] that all local maxima of the log p(Y;γ) are atmost m-sparse and hence qualify as reasonably good solutionsto our original sparse model estimation problem. In our work,we initialize the EM algorithm with γ whose all entries are closeto zero.

In practice, hard thresholding of γ is required to identify thenonzero support set. In this work, we remove all coefficientsfrom the active support set for which γ(i), 1 ≤ i ≤ n is belowthe local noise variance. It must be noted that if the local noisevariance at each node is unknown, it can also be estimated alongwith γ within the EM framework, as discussed in [14].

Another common issue is that of the wide variation in theenergy of the nonzero entries of xj across the network. Specif-ically, in distributed event classification by sensors of differ-ent types [6], each sensor node may employ its own distinctsensing modality and hence may perceive a different SNR. Insuch cases, a preconditioning step which normalizes the localresponse vector to unit energy is recommended for fast conver-gence of the CB-DSBL algorithm. The final signal estimatescan be re-adjusted to undo the pre-conditioning.

V. SIMULATION RESULTS

In this section, we present simulation results to examinethe performance and complexity aspects of the proposed CB-DSBL algorithm when compared with existing decentralizedalgorithms: DRL-1 [5], DCOMP [18] and DCSP [19]. The cen-tralized M-SBL [14] is also included in the study as a perfor-mance benchmark for CB-DSBL. Since DRL-1 [5] has beenshown to have superior performance compared to �1 − �2 normpenalty based algorithms, we skip ADM-MMV [13] from ourcomparisons. The CB-DSBL variant considered here executestwo ADMM iterations in the inner loop for every EM iteration


Fig. 7. Left and right figures in the above plot the NMSE and NSER, respec-tively, for different SNRs. Other simulation parameters:L = 10 nodes, n = 50,m = 10 and 10% sparsity. (a) Nonzero coefficients drawn from Rademacherdistribution. (b) Nonzero coefficients drawn from Gaussian distribution.

in the outer loop. The value of the augmented Lagrangian pa-rameter, ρ, is chosen according to (28). For each experiment, theset B of bridge nodes is selected as described in Section IV-B.The local measurement matrices Φj are chosen to be normal-ized Gaussian random matrices. The nonzero signal coefficientsare sampled independently from the Rademacher distribution,unless mentioned otherwise. For each trial, the connections be-tween the nodes are assumed according to a randomly generatedErdos-Renyi graph with a node connection probability of 0.8.In the final step of M-SBL and CB-DSBL algorithms, the ac-tive support is identified by element-wise thresholding the localhyperparameter vector γj at node j using the threshold 4σ2

j ,where σ2

j denotes the local measurement noise variance.

A. Performance Versus SNR

In the first set of experiments, we compare the normalizedmean squared error (NMSE) and the normalized support errorrate (NSER) of different algorithms for a range of SNRs. Thesupport-aware LMMSE estimator sets the MSE performancebenchmark for all the support agnostic algorithms consideredhere. The NMSE and NSER error metrics are defined as

NMSE =1L

L∑

j=1

||xj − xj ||22||xj ||22

NSER =1L

L∑

j=1

|S\Sj |+ |Sj\S||S|

where S is the true common support and Sj is the support esti-mated at node j. The network size is fixed to L = 10 nodes. Asseen in Fig. 7, CB-DSBL matches the performance of central-ized M-SBL in all cases. For higher SNR (≥ 15 dB), it can be

Fig. 8. NMSE phase transition plots of different algorithms illustrating thedependence of minimum measurement rate required to guarantee less than 1%signal reconstruction error on the network size, for signal sparsity rate fixed at10%. Other simulation parameters: n = 50 and SNR = 30 dB.

seen that both M-SBL and proposed CB-DSBL are MSE opti-mal. CB-DSBL also outperforms DRL-1 and DCOMP in termsof both MSE and support recovery. This is attributed to thefact that the Gaussian prior used in CB-DSBL with its alternateinterpretation as a variational approximation to the Student’s t-distribution is more capable of inducing sparsity in comparisonto the sum-log-sum penalty used in DRL-1. The poor perfor-mance of DCOMP is primarily due to its sequential approachtowards support recovery which prevents any corrections to beapplied to the support estimate at each step of the algorithm.Contrary to [19], DCSP fails to perform better than DCOMP.This is because DCSP works only when the number of measure-ments exceeds 2k, where k is the size of the nonzero support.

B. Tradeoff Between Measurement Rate and Network Size

In the second set of experiments, we characterize the NMSEphase transition of the different algorithms in theL-(m/n) planeto identify the minimum measurement rate (m/n) needed toensure less than 1% signal reconstruction error (or, NMSE ≤−20 dB), for different network sizes (L), and a fixed sparsityrate (k/n = 0.1). As shown in Fig. 8, for the same network size,CB-DSBL is able to successfully recover the unknown signals ata much lower measurement rate compared to DRL-1, DCOMPand DCSP. This plot brings out the significant benefit of usingcollaboration between nodes and taking advantage of the JSM-2model in reducing the number of measurements required pernode for successful signal recovery.

C. Performance Versus Measurement Rate (m/n)

In the third set of experiments, we compare the algorithmswith respect to their ability to recover the exact support fordifferent undersampling ratios. As seen in Fig. 9, for a simi-lar network size, CB-DSBL is able to exploit the joint sparsitystructure better than DCOMP, DCSP and DRL-1, and can cor-rectly recover the support from significantly fewer number ofmeasurements per node. Once again, CB-DSBL has identical


Fig. 9. Exact support recovery probability versus measurement rate. Simula-tion parameters: n = 50, 10% sparsity, SNR = 15 dB and L = 10 nodes.

Fig. 10. Phase transition plots for the different joint-sparse signal recoveryalgorithms. Other simulation parameters: n = 50, L = 5 nodes, SNR = 30 dBand number of trials = 200. (a) NMSE phase transition. (b) Support recoveryphase transition.

support recovery performance as the centralized M-SBL, whichwas one of our design goals.

D. Phase Transition Characteristics

Here, we compare the phase transition behavior of differentalgorithms under NMSE and support recovery based pass/failcriteria. Fig. 10(a) plots the MSE phase transition of differ-ent algorithms where any point below the phase transitioncurve represents a sparsity rate (k/n) and measurement rate(m/n) tuple which results in an NMSE smaller than −20 dBcorresponding to smaller than 1 percent signal reconstruc-tion error. Likewise, in Fig. 10(b), points below the supportrecovery phase transition curve represent (k/n,m/n) tupleswhich result in more than 90 percent accurate nonzero sup-port reconstruction across all the nodes. Again, we see thatthe CB-DSBL and centralized M-SBL have identical perfor-mance and both are capable of signal reconstruction from con-siderably fewer measurements compared to DRL-1, DCOMPand DCSP.

E. Robustness to Random Node Failures

Here, we demonstrate empirically that increasing the numberof bridge nodes in the CB-DSBL algorithm makes it more robustto random node failures. As shown in Fig. 11, by gradually

Fig. 11. Plot illustrating the trade off between the density of bridge nodes andthe robustness of the proposed CB-DSBL algorithm to random node failures.For a given fraction of bridge nodes (no. of bridge nodes/L), each point on thecurve represents the average node failure rate that can be tolerated by CB-DSBLwhile still achieving less than 1% signal reconstruction error.

Fig. 12. Average total number of messages exchanged between the nodesfor different network sizes. Each message comprises a single real number.Simulation parameters: n = 50, m = 10, 10% sparsity, SNR = 20 dB.

increasing the density of bridge nodes in the network, the CB-DSBL algorithm is able to tolerate higher rates of node failureswithout compromising on signal reconstruction performance.More interestingly, only a relatively small fraction of nodesneed to be bridge nodes (< 10% of the total network size) toensure that CB-DSBL operates robustly in the face of randomnode failures.

F. Communication Complexity

Lastly, we compare the decentralized algorithms with respectto the total number of messages exchanged between the nodesduring the estimation of the unknown vectors. As seen in Fig. 12,the greedy algorithms DCSP and DCOMP are the most com-munication efficient algorithms as these algorithms have thelowest per iteration communication complexity (see Table I)and run for very few iterations. CB-DSBL and DRL-1 on theother hand have higher communication complexity, with theproposed scheme requiring fewer overall message exchangescompared to DRL-1.


VI. DISTRIBUTED WIDEBAND SPECTRUM SENSING—A REAL

WORLD EXAMPLE

To find out how CB-DSBL and other competing distributedJSM-2 algorithms perform in a real world setup, we con-sider the wideband spectrum sensing problem described be-low. In wideband spectrum sensing, the goal is to efficientlyestimate the occupancy of radio spectrum spanning a widerange of frequencies. Spectrum sensing is a crucial compo-nent in the implementation of cognitive radio (CR) networks. Ina CR network, the secondary users perform spectrum sensingin order exploit the spectral opportunities which arise due tosparse utilization of the radio spectrum by the primary/licensedusers [4], [43]–[46].

A. Compressive Wideband Spectrum Sensing System Model

Consider a CR network comprising P primary users and Lsecondary users. The total available radio spectrum is partitionedinto B frequency sub-bands of equal size. The secondary userssense the spectrum to determine the spectrum holes, i.e., the sub-bands that are not occupied by primary users. Most spectrumsensing techniques consist of two main steps [45], [46]. Thefirst step is to obtain a frequency domain representation of thereceived wideband signal. This is followed by multiple sub-bandlevel energy detection tests in order to estimate the widebandspectral occupancy of the primary users. Given below is thefrequency domain representation of the sampled baseband signalreceived by the jth secondary user:

rfj =P∑

i=1

Dfp,js

fp + wf

j (30)

where Dfp,j = diag

(hfp,j

)is an n× n diagonal channel gain

matrix representing the wireless channel between primary userp and secondary user j. The diagonal matrix Df

p,j alludes tothe frequency selective nature of channel across the sub-bands,but a flat fading behavior within sub-bands. The n× 1 sizedcomplex vectors: sfp , rfj and wf

j denote the frequency domainversions of the signal transmitted by the pth primary user, and thesignal and noise received at the jth secondary user, respectively.Since the primary users collectively transmit in very few ofthe B sub-bands, each sfp , 1 ≤ p ≤ P can be modeled as anapproximately sparse vector with most of its coefficients closeto zero, and with a few large coefficients coinciding with the sub-band(s) occupied by the primary user p. Consequently, the vectorDfp,js

fp is also approximately sparse, and so is the summation

∑Pi=1 Df

p,jsfp in (30).

Since the received signal component xfj =∑P

i=1 Dfp,js

fp

in (30) is a wideband signal, acquiring it at Nyquist orhigher rate can be prohibitive. Often, due to bandwidthand sampling rate constraints, the secondary users resortto sliding-window, narrow-band processing, i.e., covering asmall number of sub-bands at a time, in order to determinethe band spectrum occupancy [47]. In a compressive sens-ing based approach [4], each secondary user implements

an Analog-to-Information-Converter (AIC), which directlyoutputs low rate compressive measurements of the receivedwideband signal. Each secondary user acquires m compressivemeasurement samples in the form of an m× 1 vector ytj asshown below,

ytj = Φjrtj , 1 ≤ j ≤ L, (31)

where rtj is the discrete-time representation of the receivedsignal sampled at Nyquist rate, fS . Φj is the m× n sizedcompressive sampling matrix. Since m� n, the effectivesampling rate (m/n)fS is significantly lower than the con-ventional sampling rate fS . Combining (30) and (31), wecan write,

ytj = ΦjFH

(P∑

i=1

Dfp,js

fp

)

+ ΦjFHwfj = ΦjFHxfj + wt

j

(32)where F is the DFT matrix of order n, wt

j is the effective mea-

surement noise vector of length m, and xfj =∑P

i=1 Dfp,js

fp is

an n× 1 vector denoting the frequency domain representationof the received signal collectively transmitted by all primaryusers. Since the secondary users perceive a common spectraloccupancy pattern associated with the primary users, thefrequency domain vectors xf1 ,x

f2 , . . . ,x

fL exhibit joint sparsity,

and therefore can be recovered efficiently by a JSM-2 signalrecovery algorithm.

B. Experimental Setup

For collecting experimental data, Universal Software RadioPeripheral (USRP) units (model N-210) were used to realizethe primary and the secondary users. Due to the limitedbandwidth of the USRP hardware, a scaled down version of thewideband spectrum sensing problem is considered, where thetotal available frequency band of 1 MHz, centered at 1.1 GHz,is divided into 128 non-overlapping, 7.8125 KHz widesub-bands. A single USRP unit was configured to mimic fiveprimary users transmitting QPSK modulated RF signal insub-bands {(−59,−49), (−21), (−7), (2, 3, 4, 5, 6, 7), (21)}(see Fig. 13). A separate USRP unit was configured to collectn = 256 samples of down-converted baseband signal, sampledat twice the Nyquist rate. A Random Modulator Pre-Integrator(RMPI) based AIC [48] was simulated in Matlab by takingΦj to be a column normalized Bernoulli (p = 0.5) randommatrix with ±1 entries, to generate m = 32 compressivemeasurements according to (31), which were then fed to therecovery algorithms. Multiple recordings were taken at 10distinct spatial locations, one for each secondary user, in orderto capture the effect of both temporal and spatial variations ofthe wireless channel. The SNR recorded at the CR nodes variedfrom −2.4 to 7.8 dB. The SNR here is defined as the ratioof total power in signal sub-bands to that in noise sub-bands.All performance metrics are averaged over 100 independenttrials.


Fig. 13. Top left: a USRP unit configured as a wideband transmitter, trans-mitting in 11 out of 128 frequency sub-bands. Top right: a mobile USRP stationconfigured to capture the entire wideband signal at Nyquist sampling rate. Bot-tom: frequency spectrum of the down-converted baseband signal received byone of the secondary users. The five peaks correspond to the five active primaryusers.

Fig. 14. ROC performance for 12.5% measurement compression ratio, L =10, and SNR ranging from −2.4 to 7.8 dB across the secondary users.

C. Performance Analysis

We compare the Receiver Operating Characteristics (ROC) ofvarious decentralized JSM-2 recovery algorithms. For MSBL,CB-DSBL, and DRL-1, the ROC plots are obtained by sweep-ing the threshold value used to identify the occupied frequencybins. For DCOMP and DCSP, the ROC plots are obtained bysweeping the sparsity size k input to these greedy algorithms.To account for spectral leakage, we adopt a pragmatic approachfor computing the detection and false alarm probabilities. If afrequency bin is declared as active, it qualifies as a successfuldetection provided that the detected bin or one of its imme-diate left or right bins coincides with one of the signal sub-bands. Otherwise, a false alarm is declared. Fig. 14 comparesthe ROCs of different recovery schemes for measurement com-pression rate of 12.5%. Due to the hard-sparse nature of the

output of DCOMP and DCSP algorithms, their false alarm ratesnever attain the maximal value of one, as reflected in the fig-ure. In spectrum sensing, the goal is to achieve high detectionprobability while maintaining a low false alarm rate. In thisregard, both centralized M-SBL and the proposed CB-DSBLoutperform DCOMP, DCSP and DRL-1. In our experiments,both M-SBL and CB-DSBL are able to identify occupied spec-trum bins and spectrum holes with 90% and 80% accuracy,respectively. In comparison, for DCSP and DRL-1, in order toachieve the same accuracy of detecting 90% of the occupiedbins, these algorithms miss 35% of the unoccupied bins. Also,when fed with the correct sparsity level (k), the greedy algo-rithms DCSP and DCOMP have poor detection performance(less than 60% accuracy). In contrast, owing to their automaticrelevance determination property [23], both CB-DSBL and M-SBL are able to correctly infer the sparsity level of the occupiedspectrum directly from the measurements, resulting in superiorperformance.

VII. CONCLUSIONS

In this paper, we proposed a novel iterative Bayesian algo-rithm called CB-DSBL for decentralized estimation of joint-sparse signals by multiple nodes in a network. The CB-DSBL al-gorithm employs an ADMM based decentralized EM procedureto efficiently learn the parameters of a joint sparsity inducingsignal prior which is shared by all the nodes, and is subsequentlyused in the MAP estimation of the local signals. Experimentalresults showed that CB-DSBL outperforms existing decentral-ized algorithms: DRL-1, DCOMP and DCSP, in terms of bothNMSE as well as support recovery performance. We also estab-lished the R-linear convergence of the underlying decentralizedADMM iterations. The amount of inter-node communicationduring the ADMM iterations is controlled by restricting eachnode to exchange information with only a small subset of its sin-gle hop neighbors. For this bridge node based communicationscheme, the ADMM convergence results presented here are alsoapplicable to any consensus driven optimization of a convex ob-jective function. Future extensions of this work could encompassexploiting any inter vector correlation between the jointly sparsesignals. Also, it would be interesting to analyze the convergenceof CB-DSBL algorithm in the presence of noisy communi-cation links between nodes and under asynchronous networkoperation.

APPENDIX

A. Derivation of the M-step Cost Function

The conditional expectation in (9) can be simplified as:

EX[log p(Y,X;γ)|Y;γk

]

= E[X |Y ;γk ] [log p(Y|X) + log p(X;γ)]

= E[X |Y ;γk ] log p(Y|X) +∑

j∈JE[xj |yj ;γk ] log p(xj ;γ).

(33)


Using (2), and discarding the terms independent of γ in (33),the M-step objective function Q(γ|γk ) is given by

Q(γ|γk )=∑

j∈JE[xj |yj ,γk ]

(−1

2log |Γ| − 1

2xTj Γ−1xj

)

=−12

∑

j∈J

(

log |Γ|+n∑

i=1

E[xj ∼N (μk + 1j ,Σk + 1

j )]xj (i)2

γ(i)

)

=−12

∑

j∈J

n∑

i=1

(

log γ(i)+Σk+1j (i, i)+μk+1

j (i)2

γ(i)

)

.

(34)

B. Derivation of the Simplified Update for γb

By summing the dual variable update rule (18) across allnodes, the following holds for all b ∈ B∑

j∈Nb(λbj )

r+1 =∑

j∈Nb(λbj )

r + ρ∑

j∈Nbγr+1j − ρ|Nb |γr+1

b . (35)

Plugging (20) in (35), we obtain

∑

j∈Nb(λbj )

r+1 = 0 ∀ b ∈ B. (36)

Using (36) in (20), we obtain the simplified update for γb .

C. Proof of Theorem 1

The proof of the convergence of ADMM discussed in thesequel is a based on the proof given in [37]. However, our proofdiffers from the one in [37] due to the different scheme adoptedhere, which uses the auxiliary/bridge nodes to enforce consensusbetween the nodes. We make the following assumptions aboutthe objective function f in (23).

1) f is twice differentiable and strongly convex in γJ . Thisimplies that there exists mf ∈ R+\{0} such that, for allγJ ,γ

′J , the following holds

〈∇f(γJ )T −∇f(γ′J )T ,γJ −γ

′J 〉 ≥ mf ||γJ −γ

′J ||22 .

(37)2) ∇f is Lipschitz continuous, i.e., there exists a positive

scalar Mf such that, for all γJ ,γ′J , we have

||∇f(γJ )−∇f(γ′J )||2 ≤Mf ||γJ − γ

′J ||2 . (38)

Let r denote the ADMM iteration count. From the zero sub-gradient optimality conditions corresponding to (16) and (17),we have

∇f(γr+1J )T + ET

1 λr + ρET1 E1γ

r+1J + ρET

1 E2γrB = 0 (39)

ET2 λr + ρET

2 E2γr+1B + ρET

2 E1γr+1J = 0. (40)

From the dual variable update equation, we have,

λr+1 = λr + ρ(E1γr+1J + E2γ

r+1B ). (41)

Premultiplying (41) with ET1 and ET

2 followed by its summationto (39) and (40) respectively gives

∇f(γr+1J )T + ET

1 λr+1 + ρET1 E2(γr

B − γr+1B ) = 0. (42)

ET2 λr+1 = 0. (43)

By initializing λ equal to zero, λr always lies in the nullspaceN (ET

2 ), physically implying that the sum of the Lagrange multi-pliers of nodes connected to a given bridge node is always equalto zero. Let γr

J → γ∗J , γrB → γ∗B and λr → λ∗ as r →∞, then

putting r →∞ in (41), (42) and (43) gives

∇f(γ∗J )T + ET1 λ∗ = 0 (44)

ET2 λ∗ = 0 (45)

E1γ∗J + E2γ

∗B = 0. (46)

Note that the condition (46) implies consensus among γj , j ∈J , upon convergence. By subtracting (44), (45) and (46) from(42), (43) and (41), respectively, we get the desired differenceterms needed for showing convergence results.

∇f(γr+1J )T −∇f(γ∗J )T + ET

1 (λr+1 − λ∗)

+ ρET1 E2(γr

B − γr+1B ) = 0 (47)

ET2 (λr+1 − λ∗) = 0 (48)

λr+1 − λr = ρE1(γr+1J − γ∗J ) + ρE2(γr+1

B − γ∗B). (49)

Premultiplying (49) with ET2 and using (43), we obtain,

ET2 E1(γr+1

J − γ∗J ) = −ET2 E2(γr+1

B − γ∗B). (50)

From the strong convexity of f and using (47), we can write,

mf ||γr+1J − γ∗J ||22 ≤ 〈ET

1 (λ∗ − λr+1),γr+1J − γ∗J 〉

+ ρ〈ET1 E2(γr+1

B − γrB), (γ

r+1J − γ∗J )〉

= 〈(λ∗ − λr+1),E1(γr+1J − γ∗J )〉

+ ρ〈(γr+1B − γr

B),ET2 E1(γr+1

J − γ∗J )〉= 〈(λ∗ − λr+1),E1(γr+1

J − γ∗J )〉− ρ〈(γr+1

B − γrB),E

T2 E2(γr+1

B − γ∗B)〉

= 〈(λ∗ − λr+1),1ρ(λr+1 − λr )−E2(γr+1

B − γ∗B)〉

− ρ〈(γr+1B − γr

B),ET2 E2(γr+1

B − γ∗B)〉

=1ρ〈(λ∗ − λr+1), (λr+1 − λr )〉

+ ρ〈E2(γr+1B − γr

B),E2(γ∗B − γr+1B )〉. (51)

Here, the first identity is obtained by using a property of theinner product. The second, third and fourth identities are ob-tained by using (50), (49) and (48) respectively. By definingu = [(E2γB)T | λT ]T , the RHS in (51) can be expressed as amatrix norm (ur − ur+1)T G(ur+1 − u∗), where G is given


by

G =

⎡

⎣ρIn |B| 0

01ρINC

⎤

⎦ .

Using the identity:

2 (ur − ur+1)T G(ur+1 − u∗)

= ||ur − u∗||2G − ||ur+1 − u∗||2G − ||ur − ur+1 ||2G , (52)

the inequality in (51) can be rewritten as

mf ||γr+1J − γ∗J ||22

≤ 12(||ur − u∗||2G − ||ur+1 − u∗||2G − ||ur − ur+1 ||2G

).

(53)

By discarding the non-positive terms in the LHS of (53), weobtain the following upper bound on the primal optimality gap.

||γr+1J − γ∗J ||22 ≤

12mf

||ur − u∗||2G . (54)

In Appendix D, we prove the monotonic convergence of ur tou∗. Thus, from the monotonic decay of the RHS in (54), wehave R-linear convergence of γr

J to γ∗J .

D. Proof of Monotonic Convergence of ur to u∗

In order to prove monotonic convergence of ur to u∗, it issufficient to show that there exists a δ > 0 such that

||ur+1 − u∗||2G ≤1

1 + δ||ur − u∗||2G . (55)

By rearranging the terms in (53), we have

||ur+1 − u∗||2G ≤ ||ur − u∗||2G − ||ur+1 − ur ||2G− 2mf ||γr+1

J − γ∗J ||22 . (56)

By comparing terms in (55) and (56), we observe that if

2mf ||γr+1J − γ∗J ||22 + ||ur+1 − ur ||2G ≥ δ||ur+1 − u∗||2G ,

(57)or equivalently,

2mf ||γr+1J − γ∗J ||22 + ρ||E2(γr+1

B − γrB)||22 +

1ρ||λr+1−λr ||22

≥ δ(ρ||E2(γr+1

B − γ∗B)||22 +1ρ||λr+1 − λ∗||22

), (58)

holds, then ur converges monotonically to u∗. We now proceedto derive upper bounds for ||E2(γr+1

B − γ∗B)||2 and ||λr+1 −λ∗||2 in terms of the LHS. These upper bounds will be used inthe sequel to establish the inequality in (58).

1) An upper bound for ρ||E2(γk+1B − γ∗B)||2

Note that for any two vectors a, b and a scalar μ > 1

||a + b||22 ≥ (1− μ)||a||22 +(

1− 1μ

)||b||22 . (59)

Applying inequality (59) to (49), we get the followingupper bound.

ρ ||E2(γr+1B − γ∗B)||22 ≤

(μ

μ− 1

)1ρ||λr+1 − λr ||22

+(μρσ2

max(E1)) ||γr+1

J − γ∗J ||22 . (60)

Here, σmax(E1) is the largest singular value of E1 .2) An upper bound for 1

ρ ||λr+1 − λ∗||2Similar application of inequality (59) to (47) results in anupper bound for 1

ρ ||λr+1 − λ∗||2 as shown below.

||ET1 (λr+1−λ∗)||22≤

ν

(ν−1)||∇f(γr+1

J )T −∇f(γ∗J )T ||22

+ ν||ρET1 E2(γr

B − γr+1B )||22

⇒ 1ρ||λr+1 − λ∗||22

≤ ν

ρ(ν − 1)σ2min(E1)

||∇f(γr+1J )T −∇f(γ∗J )T ||22

+νρσ2

max(E1)σ2

min(E1)||E2(γr

B − γr+1B )||22 . (61)

From the Lipschitz continuity of ∇f (38), we obtain thefollowing modified upper bound.

1ρ||λr+1 − λ∗||22 ≤

νM 2f

ρ(ν − 1)σ2min(E1)

||γr+1J − γ∗J ||22

+νρσ2

max(E1)σ2

min(E1)||E2(γr

B − γr+1B )||22 . (62)

Here, σmin(E1) denotes the smallest singular value of E1and ν is a positive scalar greater than unity.

By summing the upper bounds in (60) and (62), we get

ρ||E2(γr+1B − γ∗B)||22 +

1ρ||λr+1 − λ∗||22 ≤

1δ

(2mf ||γr+1

J − γ∗J ||22 + ρ||E2(γrB − γr+1

B )||22

+1ρ||λr+1 − λr ||22

)(63)

where

δ�

⎛

⎝maxμ,ν≥1

max

⎛

⎝νM 2

f

ρ(ν−1)σ 2min(E1 ) +μρσ2

max(E1)

2mf, νκ,

μ

μ− 1

⎞

⎠

⎞

⎠

−1

.

(64)Thus, for δ as defined above, the inequality (58) holds andconsequently the inequality (55) also holds, thereby establishingthe Q-linear convergence of the sequence uk to u∗.


E. Proof of Theorem 2

Let δopt denote the maximum value of δ for any ρ > 0. Then,we can write

δopt = maxρ>0

(maxμ,ν≥1

(min (f1(μ, ν, ρ), f2(ν), f3(μ))))

= maxμ,ν≥1

(maxρ>0

(min (f1(μ, ν, ρ), f2(ν), f3(μ))))

(65)

where the scalar functions f1 , f2 and f3 represent the threeterms inside the minimum operator in (26). The following twoLemmas summarize the optimization of δ in (65).

Lemma 2: δopt = maxμ,ν≥1

{min

(f1(μ, ν), f2(ν), f3(μ)

)}

where, f1(μ, ν) � maxρ>0

f1(μ, ν, ρ).

Proof: See Appendix F. �Lemma 3: There exists a unique (μ, ν) = (μ∗, ν∗) which

simultaneously satisfies: (i) f1 = f2 = f3 , and (ii) μ ≥1, ν ≥ 1. Further, such a (μ∗, ν∗) maximizes g(μ, ν) =min

(f1(μ, ν), f2(ν), f3(μ)

)over μ, ν ≥ 1.

Proof: See Appendix G.The scalar function f1 in Lemma 2 is maximized at ρ =Mf

σmaxσmin

√ν

μ(ν − 1)to give f1 =

Mf

σminσmax

√ν

μ(ν − 1). Fur-

ther, by solving for the unique tuple (μ∗, ν∗) which satisfies thetwo optimality conditions specified in Lemma 3, the optimalaugmented Lagrangian parameter ρ and corresponding optimalδ can be shown to be equal to the ρopt and δopt as defined inTheorem 2.

F. Proof of Lemma 2

Let ρμ,ν � arg maxρ>0

f1 . Then, by restricting the feasible set

in (65), we have,

δopt ≥ maxμ,ν≥1

[maxρ=ρμ , ν

{min (f1(μ, ν, ρ), f2(ν), f3(μ))}]

= maxμ,ν≥1

{min

(f1(μ, ν), f2(ν), f3(μ)

)}. (66)

On the other hand, from (65) and using f1 ≥ f1 , we have,

δopt = maxμ,ν≥1

[maxρ>0{min (f1(μ, ν, ρ), f2(ν), f3(μ))}

]

≤ maxμ,ν≥1

{min

(f1(μ, ν), f2(ν), f3(μ)

)}. (67)

Combining (66) and (67) establishes Lemma 2.

G. Proof of Lemma 3

In order to prove the Lemma, we claim the following.a) For any ε > 0, there exist positive constants Bμ and Bν

such that g(μ, ν) ≤ ε when either μ ≥ Bμ or ν ≥ Bν

holds.b) Any point (μ, ν) which satisfies condition 2 but does not

satisfy condition 1 cannot be a local maximum of g.

Note that claim (a) holds trivially forBμ =m 2

f

κM2f ε

2 andBν =1κε . In order to verify claim (b), let us consider a point (μ0 , ν0)

which satisfies condition 2, but not condition 1. Then, we needto consider three cases.

1) Case-I: f1 , f2 and f3 are distinct at (μ0 , ν0). Without lossof generality (WLOG), let g = f1 at (μ0 , ν0). Then, fromthe continuity of f1 , f2 , f3 , there exists an ε (> 0) ballBε , centered at (μ0 , ν0) and with radius ε inside whichg = f1 holds. Since, inside Bε , g is strictly monotonicwith respect to μ and ν, there exists (μ, ν) ∈ Bε suchthat g(μ, ν) > g(μ0 , ν0). Hence, (μ0 , ν0) is not a localmaximum.

2) Case-II: At (μ0 , ν0), two of f1 , f2 and f3 are equal andstrictly greater than the remaining one. The same argu-ments as Case-I apply here as well.

3) Case-III: At (μ0 , ν0), two of f1 , f2 and f3 are equal andstrictly less than the remaining one. WLOG, let f1 = f2 <f3 . Let C(μ, ν) denote the continuous curve in (μ, ν) planewhose each point satisfies f1 = f2 . Clearly, (μ0 , ν0) alsolies on the curve C. Moreover, there are an uncountablyinfinite number of points of C inside Bε , with Bε definedas in Case-I. Due to the monotonicity of g along C, thereexists (μ, ν) ∈ Bε such that g(μ, ν) > g(μ0 , ν0). Hence,(μ0 , ν0) is not a local maximum.

From claim (a) and the fact that at the boundary points(μ = 1 or ν = 1), the objective g evaluates to zero, we mayrestrict our search for the global maximizer of g to the setD = {(μ, ν) | 1 ≤ μ ≤ Bμ, 1 ≤ ν ≤ Bν }. Then, from claim(b), uniqueness of (μ∗, ν∗) ∈ D and Weierstrass theorem, itfollows that (μ∗, ν∗) is indeed the unique global maximizer ofthe continuous function g. Thus, the proof is complete.

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Saurabh Khanna received the B.Tech. degree inelectrical engineering from the Indian Institute ofTechnology, Kanpur, India, in 2007. He is cur-rently working toward the Ph.D. degree in elec-trical communication engineering with the IndianInstitute of Science, Bangalore, India. From 2007to 2016, he was with Texas Instruments, Banga-lore, working on firmware and algorithm designfor WLAN transceivers, global navigation satellitesystem-based user localization, and frequency-modulated continuous-wave radars. His research in-

terests include sparse signal processing, statistical learning theory, and struc-tured signal processing.

Chandra R. Murthy (S’03–M’06–SM’11) receivedthe B.Tech. degree in electrical engineering fromthe Indian Institute of Technology Madras, Chennai,India, in 1998, and the M.S. degree from PurdueUniversity, West Lafayette, IN, USA, and the Ph.D.degree from the University of California, San Diego,CA, USA, both in electrical and computer engineer-ing, in 2000 and 2006, respectively. From 2000 to2002, he was an Engineer at Qualcomm Inc., wherehe worked on WCDMA baseband transceiver designand 802.11b baseband receivers. From August 2006

to August 2007, he was a Staff Engineer at Beceem Communications Inc., wherehe worked on advanced receiver architectures for the 802.16e Mobile WiMAXstandard. In September 2007, he joined the Department of Electrical Commu-nication Engineering, Indian Institute of Science, Bangalore, India, where heis currently an Associate Professor. His research interests include energy har-vesting communications, multiuser multiple-input and multiple-output systems,and sparse signal recovery techniques applied to wireless communications. Hereceived the Best Paper Award in the Communications Track in the NationalConference on Communications 2014. He was an Associate Editor for the IEEESIGNAL PROCESSING LETTERS during 2012–2016. He is an elected member ofthe IEEE SPCOM Technical Committee for the years 2014–2016. He is cur-rently serving as the Chair of the IEEE Signal Processing Society, BangaloreChapter, and as an Associate Editor for the IEEE TRANSACTIONS ON SIGNAL

PROCESSING.

decentralized joint-sparse signal recovery: a sparse bayesian...

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