We present a distributed algorithm for jointly adapting transmit powers, beams, and linear receiver filters in a TDD MIMO interference network. Neither the transmitters nor receivers have a priori Channel State Information. The algorithm is based on forward-backward training in which pilot symbols are alternately transmitted in the forward (transmitters to receivers) and reverse directions. The beams and receiver filters are updated directly as adaptive filters and the powers are updated by an ``analog'' version of interference pricing: Forward training is used to estimate the interference prices, which are synchronously transmitted in the backward direction in analog form to estimate an interference cost. Numerical results are presented that illustrate the performance of the method.