序列控制传感复合多假设检验

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY
Aditya Deshmukh, S. Bhashyam, V. Veeravalli
{"title":"序列控制传感复合多假设检验","authors":"Aditya Deshmukh, S. Bhashyam, V. Veeravalli","doi":"10.1080/07474946.2021.1912525","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"40 1","pages":"259 - 289"},"PeriodicalIF":0.6000,"publicationDate":"2019-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/07474946.2021.1912525","citationCount":"11","resultStr":"{\"title\":\"Sequential controlled sensing for composite multihypothesis testing\",\"authors\":\"Aditya Deshmukh, S. Bhashyam, V. Veeravalli\",\"doi\":\"10.1080/07474946.2021.1912525\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":48879,\"journal\":{\"name\":\"Sequential Analysis-Design Methods and Applications\",\"volume\":\"40 1\",\"pages\":\"259 - 289\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2019-10-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1080/07474946.2021.1912525\",\"citationCount\":\"11\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Sequential Analysis-Design Methods and Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/07474946.2021.1912525\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Sequential Analysis-Design Methods and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07474946.2021.1912525","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 11

摘要

摘要研究了具有观测值控制感知的多假设检验问题。假设在每个控制下收集的观测值的分布遵循单参数指数族分布。目标是设计一个策略,以最小的期望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选择每个时隙的观测采集控制来减少延迟。对该问题导出了一个满足给定误差概率约束的策略,并证明了该策略是渐近最优的,因为它渐近地达到了期望延迟的信息论下界。数值结果说明了该策略在医学诊断推理中的应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Sequential controlled sensing for composite multihypothesis testing
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.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
1.40
自引率
12.50%
发文量
20
期刊介绍: The purpose of Sequential Analysis is to contribute to theoretical and applied aspects of sequential methodologies in all areas of statistical science. Published papers highlight the development of new and important sequential approaches. Interdisciplinary articles that emphasize the methodology of practical value to applied researchers and statistical consultants are highly encouraged. Papers that cover contemporary areas of applications including animal abundance, bioequivalence, communication science, computer simulations, data mining, directional data, disease mapping, environmental sampling, genome, imaging, microarrays, networking, parallel processing, pest management, sonar detection, spatial statistics, tracking, and engineering are deemed especially important. Of particular value are expository review articles that critically synthesize broad-based statistical issues. Papers on case-studies are also considered. All papers are refereed.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信