Moderate Deviations Analysis of Binary Hypothesis Testing

被引:0
|
作者
Sason, Igal [1 ]
机构
[1] Technion Israel Inst Technol, Dept Elect Engn, IL-32000 Haifa, Israel
来源
2012 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY PROCEEDINGS (ISIT) | 2012年
关键词
Concentration inequalities; hypothesis testing; moderate deviations principle; INEQUALITIES; SUMS;
D O I
暂无
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
This work refers to moderate-deviations analysis of binary hypothesis testing. It relies on a concentration inequality for discrete-parameter martingales with bounded jumps, which forms a refinement to the Azuma-Hoeffding inequality. Relations of the analysis to the moderate deviations principle for i.i.d. random variables and the relative entropy are considered.
引用
收藏
页码:821 / 825
页数:5
相关论文
共 50 条
  • [21] Moderate deviations in cycle count
    Neeman, Joe
    Radin, Charles
    Sadun, Lorenzo
    RANDOM STRUCTURES & ALGORITHMS, 2023, 63 (03) : 779 - 820
  • [22] Hypothesis testing and statistical analysis of microbiome
    Xia, Yinglin
    Sun, Jun
    GENES & DISEASES, 2017, 4 (03) : 138 - 148
  • [23] Moderate deviations for a stochastic Burgers equation
    Belfadli, Rachid
    Boulanba, Lahcen
    Mellouk, Mohamed
    MODERN STOCHASTICS-THEORY AND APPLICATIONS, 2019, 6 (02): : 167 - 193
  • [24] Simple Binary Hypothesis Testing Under Local Differential Privacy and Communication Constraints
    Pensia, Ankit
    Asadi, Amir R.
    Jog, Varun
    Loh, Po-Ling
    IEEE TRANSACTIONS ON INFORMATION THEORY, 2025, 71 (01) : 592 - 617
  • [25] Binary Hypothesis Testing With Byzantine Sensors: Fundamental Tradeoff Between Security and Efficiency
    Ren, Xiaoqiang
    Yan, Jiaqi
    Mo, Yilin
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2018, 66 (06) : 1454 - 1468
  • [26] Large and moderate deviations for bounded functions of slowly mixing Markov chains
    Dedecker, Jerome
    Gouezel, Sebastien
    Merlevede, Florence
    STOCHASTICS AND DYNAMICS, 2018, 18 (02)
  • [27] Moderate deviations for the chemical distance in Bernoulli percolation
    Garet, Olivier
    Marchand, Regine
    ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2010, 7 : 171 - 191
  • [28] CRAMER TYPE MODERATE DEVIATIONS FOR RANDOM FIELDS
    Beknazaryan, Aleksandr
    Sang, Hailin
    Xiao, Yimin
    JOURNAL OF APPLIED PROBABILITY, 2019, 56 (01) : 223 - 245
  • [29] Concentration and moderate deviations for Poisson polytopes and polyhedra
    Grote, Julian
    Thale, Christoph
    BERNOULLI, 2018, 24 (4A) : 2811 - 2841
  • [30] Moderate deviations for a random walk in random scenery
    Fleischmann, Klaus
    Moerters, Peter
    Wachtel, Vitali
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2008, 118 (10) : 1768 - 1802