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This paper investigates the decentralized detection of Hidden Markov Processes using the Neyman-Pearson test. We consider a network formed by a large number of distributed sensors. Sensors' observations are noisy snapshots of a Markov…

Information Theory · Computer Science 2015-03-13 Joffrey Villard , Pascal Bianchi , Eric Moulines , Pablo Piantanida

The performance of Neyman-Pearson detection of correlated stochastic signals using noisy observations is investigated via the error exponent for the miss probability with a fixed level. Using the state-space structure of the signal and…

Information Theory · Computer Science 2016-11-17 Youngchul Sung , Lang Tong , H. Vincent Poor

The problem of zero-rate multiterminal hypothesis testing is revisited from the perspective of information-spectrum approach and finite blocklength analysis. A Neyman-Pearson-like test is proposed and its non-asymptotic performance is…

Information Theory · Computer Science 2017-08-17 Shun Watanabe

We study detection of random signals corrupted by noise that over time switch their values (states) from a finite set of possible values, where the switchings occur at unknown points in time. We model such signals by means of a random…

Information Theory · Computer Science 2017-12-27 Dragana Bajović , Kanghang He , Lina Stanković , Dejan Vukobratović , Vladimir Stanković

The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection probability, integrated with respect to a given probability…

Statistics Theory · Mathematics 2025-05-26 Yanglei Song , Berkan Dulek , Sinan Gezici

We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…

Machine Learning · Statistics 2016-11-10 Rajesh Ranganath , David Blei

We study the quantization problem for certain types of jump processes. The probabilities for the number of jumps are assumed to be bounded by Poisson weights. Otherwise, jump positions and increments can be rather generally distributed and…

Probability · Mathematics 2009-05-25 Frank Aurzada , Steffen Dereich , Michael Scheutzow , Christian Vormoor

We derive a detector that optimizes the target detection performance of any single-input single-output noise radar satisfying the following properties: it transmits Gaussian noise, it retains an internal reference signal for matched…

Signal Processing · Electrical Eng. & Systems 2022-04-19 David Luong , Bhashyam Balaji , Sreeraman Rajan

In radio interferometry, the quantization process introduces a bias in the magnitude and phase of the measured correlations which translates into errors in the measurement of source brightness and position in the sky, affecting both the…

Instrumentation and Methods for Astrophysics · Physics 2018-03-13 J. Mena-Parra , K. Bandura , M. A. Dobbs , J. R. Shaw , S. Siegel

In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real unknown parameter, we consider a simple hypothesis against a sequence of close (contiguous) alternatives. Under certain…

Statistics Theory · Mathematics 2007-07-02 Khosrow Fazli

Long-range correlated errors can severely impact the performance of NISQ (noisy intermediate-scale quantum) devices, and fault-tolerant quantum computation. Characterizing these errors is important for improving the performance of these…

Quantum Physics · Physics 2021-05-27 Alireza Seif , Mohammad Hafezi , Yi-Kai Liu

This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…

Probability · Mathematics 2010-06-16 Pascal Bianchi , Merouane Debbah , Mylène Maïda , Jamal Najim

In this paper, we study a generalization of the two-groups model in the presence of covariates --- a problem that has recently received much attention in the statistical literature due to its applicability in multiple hypotheses testing…

Methodology · Statistics 2019-02-01 Nabarun Deb , Sujayam Saha , Adityanand Guntuboyina , Bodhisattva Sen

Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of classifiers, we combine them and obtain a…

Machine Learning · Statistics 2011-03-01 Philippe Rigollet , Xin Tong

Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong.…

Methodology · Statistics 2022-10-12 Jiří Dvořák , Tomáš Mrkvička

We study the convergence rate of the optimal quantization for a probability measure sequence $(\mu_{n})_{n\in\mathbb{N}^{*}}$ on $\mathbb{R}^{d}$ converging in the Wasserstein distance in two aspects: the first one is the convergence rate…

Statistics Theory · Mathematics 2020-02-20 Yating Liu , Gilles Pagès

We propose a universal classifier for binary Neyman-Pearson classification where null distribution is known while only a training sequence is available for the alternative distribution. The proposed classifier interpolates between…

Information Theory · Computer Science 2022-06-24 Parham Boroumand , Albert Guillén i Fàbregas

In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…

Methodology · Statistics 2019-02-12 Siliang Gong , Kai Zhang , Yufeng Liu

Bayesian hypothesis testing is investigated when the prior probabilities of the hypotheses, taken as a random vector, are quantized. Nearest neighbor and centroid conditions are derived using mean Bayes risk error as a distortion measure…

Information Theory · Computer Science 2008-09-20 Kush R. Varshney , Lav R. Varshney

The Neyman-Pearson (NP) binary classification paradigm constrains the more severe type of error (e.g., the type I error) under a preferred level while minimizing the other (e.g., the type II error). This paradigm is suitable for…

Methodology · Statistics 2022-06-07 Jingming Wang , Lucy Xia , Zhigang Bao , Xin Tong
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