Frequentist Guarantees of Distributed (Non)-Bayesian Inference

Дата публикации: 26-07-2026 20:25:00

We establish frequentist properties, i.e., posterior consistency, asymptotic normality, and posterior contraction rates, for the distributed (non-)Bayesian inference problem for a set of agents connected over a network. These results are motivated by the need to analyze large, decentralized datasets, where distributed (non)-Bayesian inference has become a critical research area across multiple fields, including statistics, machine learning, and economics. Our results show that, under appropriate assumptions on the communication graph, distributed (non)-Bayesian inference retains parametric efficiency while enhancing robustness in uncertainty quantification. We also explore the trade-off between statistical efficiency and communication efficiency by examining how the design and size of the communication graph impact the posterior contraction rate. Furthermore, we extend our analysis to time-varying graphs and apply our results to exponential family models, distributed logistic regression, and decentralized detection models.

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