Asymptotic Optimality Theory for Decentralized Sequential Multihypothesis Testing Problems

DOI10.1109/TIT.2011.2165808MaRDI QIDQ5272324zbMATH OpenFDO

Authors Yan Wang, Yajun Mei

Publication date 12 July 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1011.0228

Mathematics Subject Classification ID

Bayesian inference (62F15) Paired and multiple comparisons; multiple testing (62J15) Sequential statistical analysis (62L10) Applications of statistics in engineering and industry; control charts (62P30) Shift register sequences and sequences over finite alphabets in information and communication theory (94A55)

Abstract: The Bayesian formulation of sequentially testing $Mge3$ hypotheses is studied in the context of a decentralized sensor network system. In such a system, local sensors observe raw observations and send quantized sensor messages to a fusion center which makes a final decision when stopping taking observations. Asymptotically optimal decentralized sequential tests are developed from a class of "two-stage" tests that allows the sensor network system to make a preliminary decision in the first stage and then optimize each local sensor quantizer accordingly in the second stage. It is shown that the optimal local quantizer at each local sensor in the second stage can be defined as a maximin quantizer which turns out to be a randomization of at most $M-1$ unambiguous likelihood quantizers (ULQ). We first present in detail our results for the system with a single sensor and binary sensor messages, and then extend to more general cases involving any finite alphabet sensor messages, multiple sensors, or composite hypotheses.

Cited in

(6)

• Fundamental structures and asymptotic performance criteria in decentralized binary hypothesis testing
• Asymptotic Optimality Theory for Decentralized Sequential Hypothesis Testing in Sensor Networks
• The suboptimality of randomized tests in distributed and quantized detection systems
• A multistage procedure for decentralized sequential multi-hypothesis testing problems
• Asymptotic optimality of likelihood ratio threshold tests in decentralized detection
• A stable sequential multiple test for Koopman-Darmois family

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