Sequential controlled sensing for composite multihypothesis testing
Sequential controlled sensing for composite multihypothesis testing
复制标题
用于复合多假设检验的顺序控制传感
DOI：
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发表时间：
2019
期刊：
影响因子：
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通讯作者：
V. Veeravalli
中科院分区：
文献类型：
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作者：
Aditya Deshmukh;S. Bhashyam;V. Veeravalli
摘要 考虑了受控观测感知的多假设检验问题。假设每个控制下收集的观测值分布遵循单参数指数族分布。目标是设计一种策略，以最小的预期延迟找到真实的假设，同时确保错误概率低于给定的约束。决策者可以通过智能地选择每个时隙中观测收集的控制来减少延迟。针对该问题导出了满足给定错误概率约束的策略，并且表明该策略是渐近最优的，因为它渐近地实现了预期延迟的信息论下界。提供的数值结果说明了该策略在医学诊断推理中的应用。
Abstract The problem of multihypothesis 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 is to design a policy to find the true hypothesis with minimum expected delay while ensuring that the probability of error is below a given constraint. The decision-maker can reduce the delay by intelligently choosing the control for observation collection in each time slot. A policy for this problem is derived that satisfies given constraints on the error probability, and it is shown that this policy is asymptotically optimal in the sense that it asymptotically achieves an information-theoretic lower bound on the expected delay. Numerical results are provided that illustrate an application of the policy to medical diagnostic inference.