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Register a new userOn Optimal Quantization in Sequential Detection
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Added by
Michael Fauss
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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The problem of designing optimal quantization rules for sequential detectors is investigated. First, it is shown that this task can be solved within the general framework of active sequential detection. Using this approach, the optimal sequential detector and the corresponding quantizer are characterized and their properties are briefly discussed. In particular, it is shown that designing optimal quantization rules requires solving a nonconvex optimization problem, which can lead to issues in terms of computational complexity and numerical stability. Motivated by these difficulties, two performance bounds are proposed that are easier to evaluate than the true performance measures and are potentially tighter than the bounds currently available in the literature. The usefulness of the bounds and the properties of the optimal quantization rules are illustrated with two numerical examples.
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We consider the problem of sequential binary hypothesis testing with a distributed sensor network in a non-Gaussian noise environment. To this end, we present a general formulation of the Consensus + Innovations Sequential Probability Ratio Test (CISPRT). Furthermore, we introduce two different concepts for robustifying the CISPRT and propose four different algorithms, namely, the Least-Favorable-Density-CISPRT, the Median-CISPRT, the M-CISPRT, and the Myriad-CISPRT. Subsequently, we analyze their suitability for different binary hypothesis tests before verifying and evaluating their performance in a shift-in-mean and a shift-in-variance scenario.
Upon compressing perceptually relevant signals, conventional quantization generally results in unnatural outcomes at low rates. We propose distribution preserving quantization (DPQ) to solve this problem. DPQ is a new quantization concept that confines the probability space of the reconstruction to be identical to that of the source. A distinctive feature of DPQ is that it facilitates a seamless transition between signal synthesis and quantization. A theoretical analysis of DPQ leads to a distribution preserving rate-distortion function (DP-RDF), which serves as a lower bound on the rate of any DPQ scheme, under a constraint on distortion. In general situations, the DP-RDF approaches the classic rate-distortion function for the same source and distortion measure, in the limit of an increasing rate. A practical DPQ scheme based on a multivariate transformation is also proposed. This scheme asymptotically achieves the DP-RDF for i.i.d. Gaussian sources and the mean squared error.
We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We propose a simple algorithm to address the problem. These problems are primarily motivated from wireless sensor networks and spectrum sensing in Cognitive Radios. A decentralized version utilizing spatial diversity is also proposed. Its performance is analysed and asymptotic properties are proved. The simulated and analysed performance of the algorithm is compared with an earlier algorithm addressing the same problem with similar assumptions. We also modify the algorithm for optimizing performance when information about the prior probabilities of occurrence of the two hypotheses are known.
The distributed hypothesis testing problem with full side-information is studied. The trade-off (reliability function) between the two types of error exponents under limited rate is studied in the following way. First, the problem is reduced to the problem of determining the reliability function of channel codes designed for detection (in analogy to a similar result which connects the reliability function of distributed lossless compression and ordinary channel codes). Second, a single-letter random-coding bound based on a hierarchical ensemble, as well as a single-letter expurgated bound, are derived for the reliability of channel-detection codes. Both bounds are derived for a system which employs the optimal detection rule. We conjecture that the resulting random-coding bound is ensemble-tight, and consequently optimal within the class of quantization-and-binning schemes.
The problem of constructing lattices such that their quantization noise approaches a desired distribution is studied. It is shown that asymptotically is the dimension, lattice quantization noise can approach a broad family of distribution functions with independent and identically distributed components.
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