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| 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
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.
| 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 |
| 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 |
| 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). |