Bayesian Binary Hypothesis Testing Under Model Uncertainty
dc.contributor.author | Afser, Huseyin | |
dc.contributor.author | Yildirim, Ugur | |
dc.date.accessioned | 2025-01-06T17:36:39Z | |
dc.date.available | 2025-01-06T17:36:39Z | |
dc.date.issued | 2020 | |
dc.description | 28th Signal Processing and Communications Applications Conference (SIU) -- OCT 05-07, 2020 -- ELECTR NETWORK | |
dc.description.abstract | We consider Bayesian binary hypothesis testing problem when there is only partial knowledge about one of the distributions, while the other distribution is fully known. Specifically, let P-1 and P-2 be the distributions under two hypothesis, where P-2 is known and P-1 is unknown. We propose a test and show that if the Chernoff distance between P-1 and P-2 is known to be larger than Phi, an error exponent Phi,- epsilon, epsilon > 0, can be achieved in the Bayesian setting. If the Chernoff distance between P-1 and P-2 is not known, but another distribution Q(1) known such that l(1) distance between P-1 and Q(1) is known the smaller than a, then the same test can be applied, and it coincides with the robust hypothesis testing methods existing in the literature. | |
dc.description.sponsorship | Istanbul Medipol Univ | |
dc.identifier.isbn | 978-1-7281-7206-4 | |
dc.identifier.issn | 2165-0608 | |
dc.identifier.uri | https://hdl.handle.net/20.500.14669/1926 | |
dc.identifier.wos | WOS:000653136100275 | |
dc.identifier.wosquality | N/A | |
dc.indekslendigikaynak | Web of Science | |
dc.language.iso | tr | |
dc.publisher | IEEE | |
dc.relation.ispartof | 2020 28th Signal Processing and Communications Applications Conference (Siu) | |
dc.relation.publicationcategory | Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı | |
dc.rights | info:eu-repo/semantics/closedAccess | |
dc.snmz | KA_20241211 | |
dc.subject | Bayesian Hyptohesis Testing | |
dc.subject | Robust Hyptohesis Testing | |
dc.subject | Method of Types | |
dc.subject | Chernoff Distance | |
dc.title | Bayesian Binary Hypothesis Testing Under Model Uncertainty | |
dc.type | Conference Object |