DATA-DRIVEN NONPARAMETRIC HYPOTHESIS TESTING

doi:10.1109/ICASSP.2018.8462184

	DATA-DRIVEN NONPARAMETRIC HYPOTHESIS TESTING
	Liu, Yixian1,2,3 ; Liang, Yingbin 4; Cui, Shuguang 5,6
	2018
会议录名称	2018 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP)
ISSN	2379-190X
卷号	2018-April
页码	4234-4238
发表状态	已发表
DOI	10.1109/ICASSP.2018.8462184
摘要	We investigate a nonparametric hypothesis testing problem, in which we assume a testing data stream is generated by one of a set of distributions (hypotheses), and the goal is to test which one of the multiple distributions generates the testing data stream, i.e., which hypothesis occurs. We assume that some distributions in the set are unknown with only training sequences generated by the corresponding distributions are given. We construct the generalized likelihood (GL) test, and characterize the error exponent of the maximum error probability. We show that the error exponent is captured by the Chernoff distance between each pair of distributions as well as the KL divergence between the approximated distributions (via training sequences) and the true distributions. We also show that the ratio between the lengths of training and testing sequences plays an important role in determining the error decay behavior.
关键词	Multiple hypothesis testing generalized likelihood test error exponent KL divergence
出版地	345 E 47TH ST, NEW YORK, NY 10017 USA
会议地点	Calgary, AB
会议日期	15-20 April 2018
URL	查看原文
收录类别	CPCI ; CPCI-S ; EI
语种	英语
资助项目	[NSFC-61629101]
WOS研究方向	Acoustics ; Engineering
WOS类目	Acoustics ; Engineering, Electrical & Electronic
WOS记录号	WOS:000446384604080
出版者	IEEE
EI入藏号	20184005907964
WOS关键词	CLASSIFICATION ; CONVERGENCE
原始文献类型	Proceedings Paper
来源库	IEEE
引用统计	正在获取...
文献类型	会议论文
条目标识符	https://kms.shanghaitech.edu.cn/handle/2MSLDSTB/28062
专题	信息科学与技术学院_博士生
通讯作者	Liu, Yixian
作者单位	1.Chinese Acad Sci, Shanghai Inst Microsyst & Informat Technol, Beijing, Peoples R China 2.Univ Chinese Acad Sci, Beijing, Peoples R China 3.ShanghaiTech Univ, Sch Informat Sci & Technol, Shanghai, Peoples R China 4.Ohio State Univ, Dept Elect & Comp Engn, Columbus, OH 43210 USA 5.Univ Calif Davis, Dept Elect & Comp Engn, Davis, CA 95616 USA 6.Shenzhen Res Inst Big Data, Shenzhen, Peoples R China
第一作者单位	信息科学与技术学院
通讯作者单位	信息科学与技术学院
推荐引用方式 GB/T 7714	Liu, Yixian,Liang, Yingbin,Cui, Shuguang. DATA-DRIVEN NONPARAMETRIC HYPOTHESIS TESTING[C]. 345 E 47TH ST, NEW YORK, NY 10017 USA:IEEE,2018:4234-4238.