Consensus-based distributed learning is a machine learning technique used to find the general consensus of local learning models to achieve a global objective. It is an important problem with increasing level of interest due to its applications in sensor networks. There are many benefits of distributed learning over traditional centralized learning, such as faster computation and reduced communication cost. In this dissertation, we focus on the merit that distributed learning can be performed in a fully decentralized way, which makes it one step further different from parallel computing approaches. First, we propose a general distributed probabilistic learning framework based on distributed optimization using an Alternating Direction Met...