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Achievable Error Exponents for Almost Fixed-Length M-Ary Hypothesis Testing

  • Beihang University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We revisit multiple hypothesis testing and propose a two-phase test, where each phase is a fixed-length test and the second-phase proceeds only if a reject option is decided in the first phase. We derive achievable error exponents of error probabilities under each hypothesis and show that our two-phase test bridges over fixed-length and sequential tests in both Neyman-Pearson and Bayesian settings in the similar spirit of Lalitha and Javidi [1] for binary hypothesis testing. Specifically, our test may achieve the performance close to a sequential test with the asymptotic complexity of a fixed-length test and such test is named the almost fixed-length test. Our results generalize the design and analysis of the almost fixed-length test for binary hypothesis testing to account for more than two outcomes.

Original languageEnglish
Title of host publicationICASSP 2023 - 2023 IEEE International Conference on Acoustics, Speech and Signal Processing, Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728163277
DOIs
StatePublished - 2023
Event48th IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2023 - Rhodes Island, Greece
Duration: 4 Jun 202310 Jun 2023

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2023-June
ISSN (Print)1520-6149

Conference

Conference48th IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2023
Country/TerritoryGreece
CityRhodes Island
Period4/06/2310/06/23

Keywords

  • Bayesian
  • Hypothesis Testing
  • Large deviations
  • Neyman-Pearson
  • Two-phase test

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