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Distributed Computation of Quantiles via ADMM

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In this letter, we derive distributed synchronous and asynchronous algorithms for computing quantiles of the agents' local values. These algorithms are based on the formulation of a suitable problem, explicitly… Click to show full abstract

In this letter, we derive distributed synchronous and asynchronous algorithms for computing quantiles of the agents' local values. These algorithms are based on the formulation of a suitable problem, explicitly solvable by the alternating direction method of multipliers (ADMM), and recent randomized optimization methods.

Keywords: quantiles via; distributed computation; computation quantiles; via admm

Journal Title: IEEE Signal Processing Letters
Year Published: 2017

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