On Optimal Quantization Rules for Some Problems in Sequential Decentralized Detection

DOI10.1109/TIT.2008.924647zbMATH Open1328.94025arXivmath/0608556OpenAlexW2096565262MaRDI QIDQ3604459FDOQ3604459

Martin J. Wainwright, Xuanlong Nguyen, Michael Jordan

Publication date: 24 February 2009

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

Abstract: We consider the design of systems for sequential decentralized detection, a problem that entails several interdependent choices: the choice of a stopping rule (specifying the sample size), a global decision function (a choice between two competing hypotheses), and a set of quantization rules (the local decisions on the basis of which the global decision is made). This paper addresses an open problem of whether in the Bayesian formulation of sequential decentralized detection, optimal local decision functions can be found within the class of stationary rules. We develop an asymptotic approximation to the optimal cost of stationary quantization rules and exploit this approximation to show that stationary quantizers are not optimal in a broad class of settings. We also consider the class of blockwise stationary quantizers, and show that asymptotically optimal quantizers are likelihood-based threshold rules.

Full work available at URL: https://arxiv.org/abs/math/0608556

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Mathematics Subject Classification ID

Sequential statistical design (62L05) Statistical decision theory (62C99) Detection theory in information and communication theory (94A13)

Cited In (5)

• Optimum quantization for detector fusion: Some proofs, examples, and pathology
• Optimal bi-level quantization of i.i.d. sensor observations for binary hypothesis testing
• A Multistage Procedure for Decentralized Sequential Multi-Hypothesis Testing Problems
• Optimization of a serial distributed detection system with 2 bits communication constraint
• Title not available (Why is that?)

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