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The problem of robust binary hypothesis testing is studied. Under both hypotheses, the data-generating distributions are assumed to belong to uncertainty sets constructed through moments; in particular, the sets contain distributions whose…

Statistics Theory · Mathematics 2024-01-09 Akshayaa Magesh , Zhongchang Sun , Venugopal V. Veeravalli , Shaofeng Zou

The channel synthesis problem has been widely investigated over the last decade. In this paper, we consider the sequential version in which the encoder and the decoder work in a sequential way. Under a mild assumption on the target joint…

Information Theory · Computer Science 2022-02-14 Lei Yu , Venkat Anantharam

Sequential detection problems in sensor networks are considered. The true state of nature/true hypothesis is modeled as a binary random variable $H$ with known prior distribution. There are $N$ sensors making noisy observations about the…

Systems and Control · Computer Science 2014-03-14 Ashutosh Nayyar , Demosthenis Teneketzis

We consider a decentralized hypothesis testing problem in which several peripheral energy harvesting sensors are arranged in parallel. Each sensor makes a noisy observation of a time varying phenomenon, and sends a message about the present…

Information Theory · Computer Science 2016-03-03 Alla Tarighati , James Gross , Joakim Jalden

Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…

Quantum Physics · Physics 2024-06-07 Mirjam Weilenmann , Costantino Budroni , Miguel Navascues

This paper develops a mathematical and computational framework for analyzing the expected performance of Bayesian data fusion, or joint statistical inference, within a sensor network. We use variational techniques to obtain the posterior…

Statistics Theory · Mathematics 2016-02-23 Gaurav Thakur

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Statistics Theory · Mathematics 2022-07-04 Teppei Ogihara

We explore the problem of distributed Hypothesis Testing (DHT) against independence, focusing specifically on Binary Symmetric Sources (BSS). Our investigation aims to characterize the optimal quantizer among binary linear codes, with the…

Information Theory · Computer Science 2024-10-23 Fatemeh Khaledian , Reza Asvadi , Elsa Dupraz , Tad Matsumoto

In this paper we present new theoretical results on optimal estimation of certain random quantities based on high frequency observations of a L\'evy process. More specifically, we investigate the asymptotic theory for the conditional mean…

Probability · Mathematics 2020-01-09 Jevgenijs Ivanovs , Mark Podolskij

This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…

Information Theory · Computer Science 2018-01-08 Meik Dörpinghaus , Izaak Neri , Édgar Roldán , Heinrich Meyr , Frank Jülicher

This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

Methodology · Statistics 2026-04-07 Yiming Xing , Georgios Fellouris

In this paper, we consider the problem of distributed sequential detection using wireless sensor networks (WSNs) in the presence of imperfect communication channels between the sensors and the fusion center (FC). We assume that sensor…

Signal Processing · Electrical Eng. & Systems 2019-11-22 Shan Zhang , Prashant Khanduri , Pramod K. Varshney

In this paper, we propose novel, fully Bayesian non-parametric tests for one-sample and two-sample multivariate location problems. We model the underlying distribution using a Dirichlet process prior, and develop a testing procedure based…

Statistics Theory · Mathematics 2021-08-03 Indrabati Bhattacharya , Subhashis Ghosal

When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…

Statistics Theory · Mathematics 2019-12-24 Natsuki Kariya , Sumio Watanabe

Compressed sensing deals with efficient recovery of analog signals from linear encodings. This paper presents a statistical study of compressed sensing by modeling the input signal as an i.i.d. process with known distribution. Three classes…

Information Theory · Computer Science 2012-07-12 Yihong Wu , Sergio Verdú

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…

Multiagent Systems · Computer Science 2009-11-13 Gesualdo Scutari , Sergio Barbarossa , Loreto Pescosolido

We study the self-triggered stabilization of discrete-time linear systems with quantized state measurements. In the networked control system we consider, sensors may be spatially distributed and be connected to a self-triggering mechanism…

Optimization and Control · Mathematics 2022-04-08 Masashi Wakaiki

We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating…

Applications · Statistics 2019-01-25 Liyan Xie , Yao Xie , George V. Moustakides

We explore the fundamental limits of heterogeneous distributed detection in an anonymous sensor network with n sensors and a single fusion center. The fusion center collects the single observation from each of the n sensors to detect a…

Information Theory · Computer Science 2018-07-31 Wei-Ning Chen , I-Hsiang Wang

Although the assumption of elliptical symmetry is quite common in multivariate analysis and widespread in a number of applications, the problem of testing the null hypothesis of ellipticity so far has not been addressed in a fully…

Methodology · Statistics 2019-11-20 Sladana Babic , Laetitia Gelbgras , Marc Hallin , Christophe Ley
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