Weighted Gossip: Distributed Averaging using non-doubly stochastic matrices

@article{Bnzit2010WeightedGD,
  title={Weighted Gossip: Distributed Averaging using non-doubly stochastic matrices},
  author={Florence B{\'e}n{\'e}zit and Vincent D. Blondel and Patrick Thiran and John N. Tsitsiklis and Martin Vetterli},
  journal={2010 IEEE International Symposium on Information Theory},
  year={2010},
  pages={1753-1757}
}
This paper presents a general class of gossip-based averaging algorithms, which are inspired from Uniform Gossip [1]. While Uniform Gossip works synchronously on complete graphs, weighted gossip algorithms allow asynchronous rounds and converge on any connected, directed or undirected graph. Unlike most previous gossip algorithms [2]–[6], Weighted Gossip admits stochastic update matrices which need not be doubly stochastic. Double-stochasticity being very restrictive in a distributed setting [7… CONTINUE READING
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