Some remarks on Bayesian multiple hypothesis testing

Hüseyin AFŞER

doi:https://doi.org/10.15672/hujms.826558

Makale detayları

Some remarks on Bayesian multiple hypothesis testing

Yazarlar:

Hüseyin AFŞER

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2022 Vol.51 Issue 1, pp.273-287

Belge Tipi:

Makale

Yayın Tarihi:

2/2022

Belge Dili:

İngilizce

Document ID (Org No.):

2000450387

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

DOI:

https://doi.org/10.15672/hujms.826558

Özet:

 

We consider Bayesian multiple hypothesis problem with independent and identically distributed observations. The classical, Sanov's theorem-based, analysis of the error probability allows one to characterize the best achievable error exponent. However, this analysis does not generalize to the case where the true distributions of the hypothesis are not exact or partially known via some nominal distributions. This problem has practical significance, because the nominal distributions may be quantized versions of the true distributions in a hardware implementation, or they may be estimates of the true distributions obtained from labeled training sequences as in statistical classification. In this paper, we develop a type-based analysis to investigate Bayesian multiple hypothesis testing problem. Our analysis allows one to explicitly calculate the error exponent of a given type and extends the classical analysis. As a generalization of the proposed method, we derive a robust test and obtain its error exponent for the case where the hypothesis distributions are not known but there exist nominal distribution that are close to true distributions in variational distance.

Makale detayları

Some remarks on Bayesian multiple hypothesis testing

Yazarlar: Hüseyin AFŞER

Yayıncı: Hacettepe University

Ana Başlıklar: Analiz

Dergi: Hacettepe Journal of Mathematics and Statistics 2022 Vol.51 Issue 1, pp.273-287

Belge Tipi: Makale

Yayın Tarihi: 2/2022

Belge Dili: İngilizce

Document ID (Org No.): 2000450387

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

DOI: https://doi.org/10.15672/hujms.826558

Sayı

Yazarlar:

Hüseyin AFŞER

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2022 Vol.51 Issue 1, pp.273-287

Belge Tipi:

Makale

Yayın Tarihi:

2/2022

Belge Dili:

İngilizce

Document ID (Org No.):

2000450387

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

DOI:

https://doi.org/10.15672/hujms.826558