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Finite-Length Bounds on Hypothesis Testing Subject to Vanishing Type I Error Restrictions
Indexado
WoS WOS:000615032700005
Scopus SCOPUS_ID:85099549685
DOI 10.1109/LSP.2021.3050381
Año 2021
Tipo artículo de investigación

Citas Totales

Autores Afiliación Chile

Instituciones Chile

% Participación
Internacional

Autores
Afiliación Extranjera

Instituciones
Extranjeras


Abstract



A central problem in Binary Hypothesis Testing (BHT) is to determine the optimal tradeoff between the Type I error (referred to as false alarm) and Type II (referred to as miss) error. In this context, the exponential rate of convergence of the optimal miss error probability - as the sample size tends to infinity - given some (positive) restrictions on the false alarm probabilities is a fundamental question to address in theory. Considering the more realistic context of a BHT with a finite number of observations, this letter presents a new non-asymptotic result for the scenario with monotonic (sub-exponential decreasing) restriction on the Type I error probability, which extends the result presented by Strassen in 2009. Building on the use of concentration inequalities, we offer new upper and lower bounds to the optimal Type II error probability for the case of finite observations. Finally, the derived bounds are evaluated and interpreted numerically (as a function of the number samples) for some vanishing Type I error restrictions.

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Disciplinas de Investigación



WOS
Engineering, Electrical & Electronic
Scopus
Sin Disciplinas
SciELO
Sin Disciplinas

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Publicaciones WoS (Ediciones: ISSHP, ISTP, AHCI, SSCI, SCI), Scopus, SciELO Chile.

Colaboración Institucional



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Autores - Afiliación



Ord. Autor Género Institución - País
1 Espinosa, Sebastian Hombre Universidad de Chile - Chile
2 SILVA-SANCHEZ, JORGE FELIPE Hombre Universidad de Chile - Chile
3 Piantanida, Pablo Hombre Univ Paris Sud - Francia
Laboratoire des Signaux et Systèmes - Francia

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Financiamiento



Fuente
FONDECYT
Fondo Nacional de Desarrollo Científico y Tecnológico
Horizon 2020 Framework Programme
Advanced Center for Electrical and Electronic Engineering
Marie Sklodowska-Curie IF
Marie Sklodowska-Curie IF Grant

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Agradecimientos



Agradecimiento
This work was supported in part by FONDECYT under Grant 1170854 and by the Advanced Center for Electrical and Electronic Engineering under Basal Project FB0008. The work of Pablo Piantanida was supported by theMarie Sklodowska-Curie IF Grant H2020-MSCAIF-2017-EF-797805.
Manuscript received November 23, 2020; revised December 29, 2020; accepted January 2, 2021. Date of publication January 8, 2021; date of current version February 3, 2021. This work was supported in part by FONDECYT under Grant 1170854 and by the Advanced Center for Electrical and Electronic Engineering under Basal Project FB0008. The work of Pablo Piantanida was supported by the Marie Sklodowska-Curie IF Grant H2020-MSCAIF-2017-EF-797805. The associate editor coordinating the review of this manuscript and approving it for publication was Prof. Z. Jane Wang. (Corresponding author: Jorge F. Silva.) Sebastian Espinosa and Jorge F. Silva are with the Information and Decision System Group, Department of Electrical Engineering, Universi-dad de Chile, Santiago 8370451, Chile (e-mail: seba-spio@hotmail.com; josilva@ing.uchile.cl).

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