Non-asymptotic sub-Gaussian error bounds for hypothesis testing

被引：0
|
作者：
Li, Yanpeng [1 ]
Tian, Boping [1 ]
机构：
[1] Harbin Inst Technol, Sch Math, Harbin 150001, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2022年 / 189卷
关键词：
Pinskers bound; KL divergence; Sub-Gaussian; Fanos inequality;
D O I：
10.1016/j.spl.2022.109586
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Using the sub-Gaussian norm of the Bernoulli random variable, this paper presents the explicit and informative error lower bounds for binary and multiple hypothesis testing in terms of the KL divergence non-asymptotically. Some numerical comparisons are also demonstrated. (C) 2022 Elsevier B.V. All rights reserved.
引用
收藏
页数：5
相关论文
共 50 条
  • [21] Non-Asymptotic Bounds for Fixed-Length Lossy Compression
    Matsuta, Tetsunao
    Uyematsu, Tomohiko
    2015 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT), 2015, : 1811 - 1815
  • [22] Non-asymptotic Results for Singular Values of Gaussian Matrix Products
    Boris Hanin
    Grigoris Paouris
    Geometric and Functional Analysis, 2021, 31 : 268 - 324
  • [23] Estimation of misclassification rate in the Asymptotic Rare and Weak model with sub-Gaussian noises
    Liu, Youming
    Zhang, Zhentao
    INTERNATIONAL JOURNAL OF WAVELETS MULTIRESOLUTION AND INFORMATION PROCESSING, 2023, 21 (04)
  • [24] NON-ASYMPTOTIC RESULTS FOR SINGULAR VALUES OF GAUSSIAN MATRIX PRODUCTS
    Hanin, Boris
    Paouris, Grigoris
    GEOMETRIC AND FUNCTIONAL ANALYSIS, 2021, 31 (02) : 268 - 324
  • [25] Non-asymptotic capacity lower bounds for non-coherent SISO channels
    Zhang, Jianqiu
    2006 40th Annual Conference on Information Sciences and Systems, Vols 1-4, 2006, : 1697 - 1702
  • [26] Non-asymptotic bounds for percentiles of independent non-identical random variables
    Xia, Dong
    STATISTICS & PROBABILITY LETTERS, 2019, 152 : 111 - 120
  • [27] Testing for Anomalies: Active Strategies and Non-asymptotic Analysis
    Kartik, Dhruva
    Nayyar, Ashutosh
    Mitra, Urbashi
    2020 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT), 2020, : 1277 - 1282
  • [28] Asymptotic Error Rates in Quantum Hypothesis Testing
    K. M. R. Audenaert
    M. Nussbaum
    A. Szkoła
    F. Verstraete
    Communications in Mathematical Physics, 2008, 279 : 251 - 283
  • [29] Asymptotic error rates in quantum hypothesis testing
    Audenaert, K. M. R.
    Nussbaum, M.
    Szkola, A.
    Verstraete, F.
    COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2008, 279 (01) : 251 - 283
  • [30] Non-asymptotic minimax rates of testing in signal detection
    Baraud, Y
    BERNOULLI, 2002, 8 (05) : 577 - 606
12345