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Related papers: Controlled Sensing for Multihypothesis Testing

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The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…

Statistics Theory · Mathematics 2019-10-29 Aditya Deshmukh , Srikrishna Bhashyam , Venugopal V. Veeravalli

A new model for controlled sensing for multihypothesis testing is proposed and studied in the sequential setting. This new model, termed {\em controlled Markovian observation} model, exhibits a more complicated memory structure in the…

Optimization and Control · Mathematics 2014-07-01 Sirin Nitinawarat , Venupogal V. Veeravalli

The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…

Statistics Theory · Mathematics 2019-02-18 Yanglei Song , Georgios Fellouris

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…

Statistics Theory · Mathematics 2017-02-14 Yanglei Song , Georgios Fellouris

Reliability of sequential hypothesis testing can be greatly improved when the decision maker is given the freedom to adaptively take an action that determines the distribution of the current collected sample. Such advantage of sampling…

Information Theory · Computer Science 2025-07-11 Chia-Yu Hsu , I-Hsiang Wang

We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen…

Information Theory · Computer Science 2009-09-10 Vaibhav Srivastava , Kurt Plarre , Francesco Bullo

When dealing with the problem of simultaneously testing a large number of null hypotheses, a natural testing strategy is to first reduce the number of tested hypotheses by some selection (screening or filtering) process, and then to…

Methodology · Statistics 2017-03-21 Wenge Guo , Joseph P. Romano

The problem of quickest detection of an anomalous process among M processes is considered. At each time, a subset of the processes can be observed, and the observations from each chosen process follow two different distributions, depending…

Information Theory · Computer Science 2014-10-09 Kobi Cohen , Qing Zhao

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we consider the…

Statistics Theory · Mathematics 2010-05-05 Andrey Novikov

We study an optimal process control problem with multiple assignable causes. The process is initially in-control but is subject to random transition to one of multiple out-of-control states due to assignable causes. The objective is to find…

Optimization and Control · Mathematics 2012-12-12 Jue Wang , Chi-Guhn Lee

Sequential multi-class diagnosis, also known as multi-hypothesis testing, is a classical sequential decision problem with broad applications. However, the optimal solution remains, in general, unknown as the dynamic program suffers from the…

Information Theory · Computer Science 2020-12-07 Jue Wang

An active hypothesis testing problem is formulated. In this problem, the agent can perform a fixed number of experiments and then decide on one of the hypotheses. The agent is also allowed to declare its experiments inconclusive if needed.…

Information Theory · Computer Science 2019-01-23 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…

Information Theory · Computer Science 2024-09-09 Myung Cho , Weiyu Xu , Lifeng Lai

The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…

Methodology · Statistics 2023-04-21 Yiming Xing , Georgios Fellouris

The Bayesian formulation of sequentially testing $M \ge 3$ hypotheses is studied in the context of a decentralized sensor network system. In such a system, local sensors observe raw observations and send quantized sensor messages to a…

Statistics Theory · Mathematics 2016-11-15 Yan Wang , Yajun Mei

We consider the multiple hypothesis testing problem for symmetric quantum state discrimination between r given states \sigma_1,...,\sigma_r. By splitting up the overall test into multiple binary tests in various ways we obtain a number of…

Quantum Physics · Physics 2014-11-05 Koenraad M. R. Audenaert , Milán Mosonyi

In this paper, we study the hypothesis testing problem of, among $n$ random variables, determining $k$ random variables which have different probability distributions from the rest $(n-k)$ random variables. Instead of using separate…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Lifeng Lai

We study "active" decision making over sensor networks where the sensors' sequential probing actions are actively chosen by continuously learning from past observations. We consider two network settings: with and without central…

Methodology · Statistics 2020-11-30 Anshuka Rangi , Massimo Franceschetti , Stefano Marano

We study a hypothesis testing problem in which data is compressed distributively and sent to a detector that seeks to decide between two possible distributions for the data. The aim is to characterize all achievable encoding rates and…

Information Theory · Computer Science 2011-02-01 Md. Saifur Rahman , Aaron B. Wagner
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