检索结果-内蒙古大学图书馆

54th Annual Conference on Information Sciences and Systems (CISS)

作者： Peng, Guanze Zhu, Quanyan NYU Dept Elect & Comp Engn Brooklyn NY 11220 USA

ISBN: (纸本)9781728140841

In this work, we study a stopping time game problem in sequential hypothesis testing, where both of the two players perform hypothesis testing with distinct hypotheses. The payoff of the players depends on the order of stopping times. Therefore, apart from designing the decision function concerning the hypotheses, the players also determine the optimal stopping timings. We investigate the cases where the time horizon is finite or infinite and provide sufficient conditions of finding the equilibrium point. Moreover, we fully characterize the structural properties of the equilibrium strategies.

关键词： sequential hypothesis testing stopping time game randomized stopping time Nash equilibrium

来源：评论

学校读者我要写书评

暂无评论

Passive Online Detection of 802.11 Traffic Using sequential hypothesis testing with TCP ACK-Pairs

引用

IEEE TRANSACTIONS ON MOBILE COMPUTING 2009年第3期8卷 398-412页

作者： Wei, Wei Suh, Kyoungwon Wang, Bing Gu, Yu Kurose, Jim Towsley, Don Jaiswal, Sharad Univ Connecticut Dept Comp Sci & Engn Storrs CT 06269 USA Illinois State Univ Sch Informat Technol Normal IL 61790 USA NEC Labs Amer Princeton NJ 08540 USA Univ Massachusetts Dept Comp Sci Amherst MA 01003 USA Alcatel Lucent Technol Bell Labs Res India Salarpuria Ascent Koramangla Ind Area Bangalore 560095 Karnataka India

In this paper, we propose two online algorithms to detect 802.11 traffic from packet-header data collected passively at a monitoring point. These algorithms have a number of applications in real-time wireless LAN management, for instance, in detecting unauthorized access points and detecting/predicting performance degradations. Both algorithms use sequential hypothesis tests and exploit fundamental properties of the 802.11 CSMA/CA MAC protocol and the half-duplex nature of wireless channels. They differ in that one requires training sets, while the other does not. We have built a system for online wireless traffic detection using these algorithms and deployed it at a university gateway router. Extensive experiments have demonstrated the effectiveness of our approach: the algorithm that requires training provides rapid detection and is extremely accurate (the detection is mostly within 10 seconds, with very low false-positive and false-negative ratios), the algorithm that does not require training detects 60 percent to 76 percent of the wireless hosts without any false positives, and both algorithms are lightweight, with computation and storage overhead well within the capability of commodity equipment.

关键词： Wireless LAN management wireless traffic detection sequential hypothesis testing TCP ACK-pairs

来源：评论

学校读者我要写书评

暂无评论

A Linear Programming Approach to sequential hypothesis testing

引用

sequential ANALYSIS-DESIGN METHODS AND APPLICATIONS 2015年第2期34卷 235-263页

作者： Fauss, Michael Zoubir, Abdelhak M. Tech Univ Darmstadt Signal Proc Grp D-64283 Darmstadt Germany

Under some mild Markov assumptions it is shown that the problem of designing optimal sequential tests for two simple hypotheses can be formulated as a linear program. This result is derived by investigating the Lagrangian dual of the sequential testing problem, which is an unconstrained optimal stopping problem depending on two unknown Lagrangian multipliers. It is shown that the derivative of the optimal cost function, with respect to these multipliers, coincides with the error probabilities of the corresponding sequential test. This property is used to formulate an optimization problem that is jointly linear in the cost function and the Lagrangian multipliers and can be solved for both with off-the-shelf algorithms. To illustrate the procedure, optimal sequential tests for Gaussian random sequences with different dependency structures are derived, including the Gaussian AR(1) process.

关键词： 62L15 62L10 90C05 Optimal stopping Linear programming sequential hypothesis testing Two simple hypotheses Optimal sequential test Discrete-time Markov process

来源：评论

学校读者我要写书评

暂无评论

Robust real-time pattern matching using Bayesian sequential hypothesis testing

引用

IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE 2008年第8期30卷 1427-1443页

作者： Pele, Ofir Werman, Michael Hebrew Univ Jerusalem Sch Comp Sci & Engn IL-91904 Jerusalem Israel

This paper describes a method for robust real-time pattern matching. We first introduce a family of image distance measures, the Image Hamming Distance Family. Members of this family are robust to occlusion, small geometrical transforms, light changes, and nonrigid deformations. We then present a novel Bayesian framework for sequential hypothesis testing on finite populations. Based on this framework, we design an optimal rejection/acceptance sampling algorithm. This algorithm quickly determines whether two images are similar with respect to a member of the Image Hamming Distance Family. We also present a fast framework that designs a near-optimal sampling algorithm. Extensive experimental results show that the sequential sampling algorithm's performance is excellent. Implemented on a Pentium IV 3 GHz processor, the detection of a pattern with 2,197 pixels in 640 x 480 pixel frames, where in each frame the pattern rotated and was highly occluded, proceeds at only 0.022 seconds per frame.

关键词： pattern matching template matching pattern detection image similarity measures Hamming distance real time sequential hypothesis testing composite hypothesis image statistics Bayesian statistics finite populations

来源：评论

学校读者我要写书评

暂无评论

Randomized Sensor Selection in sequential hypothesis testing

引用

IEEE TRANSACTIONS ON SIGNAL PROCESSING 2011年第5期59卷 2342-2354页

作者： Srivastava, Vaibhav Plarre, Kurt Bullo, Francesco Univ Calif Santa Barbara Ctr Control Dynam Syst & Computat Santa Barbara CA 93106 USA Univ Memphis Dept Comp Sci Memphis TN 38152 USA

We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen sensor at the time, and performs a sequential hypothesis test. We study a sequential multiple hypothesis test with randomized sensor selection strategy. We incorporate the random processing times of the sensors to determine the asymptotic performance characteristics of this test. For three distinct performance metrics, we show that, for a generic set of sensors and binary hypothesis, the time-optimal policy requires the fusion center to consider at most two sensors. We also show that for the case of multiple hypothesis, the time-optimal policy needs at most as many sensors to be observed as the number of underlying hypotheses.

关键词： Decision making linear-fractional programming MSPRT sensor selection sequential hypothesis testing SPRT

来源：评论

学校读者我要写书评

暂无评论

Decentralized sequential hypothesis testing Using Asynchronous Communication

引用

IEEE TRANSACTIONS ON INFORMATION THEORY 2011年第1期57卷 534-548页

作者： Fellouris, Georgios Moustakides, George V. Columbia Univ Dept Stat New York NY 10027 USA Univ Patras Dept Elect & Comp Engn Rion 26500 Greece

An asymptotically optimum test for the problem of decentralized sequential hypothesis testing is presented. The induced communication between sensors and fusion center is asynchronous and limited to 1-bit data. When the sensors observe continuously stochastic processes with continuous paths, the proposed test is order-2 asymptotically optimal, in the sense that its inflicted performance loss is bounded. When the sensors take discrete time observations, the proposed test achieves order-1 asymptotic optimality, i.e., the ratio of its performance over the optimal performance tends to 1. Moreover, we show theoretically and corroborate with simulations that the performance of the suggested test in discrete time can be significantly improved when the sensors sample their underlying continuous time processes more frequently, a property which is not enjoyed by other centralized or decentralized tests in the literature.

关键词： Decentralized detection sequential hypothesis testing sequential Probability Ratio Test (SPRT)

来源：评论

学校读者我要写书评

暂无评论

OPTIMAL INFORMATION USAGE IN BINARY sequential hypothesis testing

引用

THEORY OF PROBABILITY AND ITS APPLICATIONS 2023年第1期68卷 77-87页

作者： Doerpinghaus, M. Neri, I. Roldan, E. Juelicher, F. Tech Univ Dresden Vodafone Chair Mobile Commun Syst Dresden Germany Tech Univ Dresden Ctr Adv Elect Dresden cfaed Dresden Germany Kings Coll London Dept Math London England ICTP Abdus Salam Int Ctr Theoret Phys Trieste Italy Max Planck Inst Phys Komplexer Syst Dresden Germany

An interesting question is whether an information theoretic interpretation can be given of optimal algorithms in sequential hypothesis testing. We prove that for the binary sequen-tial probability ratio test of a continuous observation process, the mutual information between the observation process up to the decision time and the actual hypothesis conditioned on the decision variable is equal to zero. This result can be interpreted as an optimal usage of the information on the hypothesis available in the observations by the sequential probability ratio test. As a consequence, the mutual information between the random decision time of the sequential probability ratio test and the actual hypothesis conditioned on the decision variable is also equal to zero.

关键词： sequential hypothesis testing sequential probability ratio test mutual information

来源：评论

学校读者我要写书评

暂无评论

sequential hypothesis testing based Polling Interval Adaptation in Wireless Sensor Networks for IoT Applications

引用

KSII TRANSACTIONS ON INTERNET AND INFORMATION SYSTEMS 2017年第3期11卷 1393-1405页

作者： Lee, Sungryoul Elect & Telecommun Res Inst Attached Inst Yuseong POB1 Daejeon South Korea

It is well known that duty-cycling control by dynamically adjusting the polling interval according to the traffic loads can effectively achieve power saving in wireless sensor networks. Thus, there has been a significant research effort in developing polling interval adaptation schemes. Especially, Dynamic Low Power Listening (DLPL) scheme is one of the most widely adopted open-looping polling interval adaptation techniques in wireless sensor networks. In DLPL scheme, if consecutive idle (busy) samplings reach a given fixed threshold, the polling interval is increased (decreased). However, due to the trial-and-error based approach, it may significantly deteriorate the system performance depending on given threshold parameters. In this paper, we propose a novel DLPL scheme, called SDL (sequential hypothesis testing based Dynamic LPL), which employs sequential hypothesis testing to decide whether to change the polling interval conforming to various traffic conditions. Simulation results show that SDL achieves substantial power saving over state-of-the-art DLPL schemes.

关键词： Low power listening sequential hypothesis testing wireless sensor networks

来源：评论

学校读者我要写书评

暂无评论

Second-Order Asymptotics of sequential hypothesis testing

引用

IEEE TRANSACTIONS ON INFORMATION THEORY 2020年第11期66卷 7222-7230页

作者： Li, Yonglong Tan, Vincent Y. F. Natl Univ Singapore NUS Dept Elect & Comp Engn Singapore 117583 Singapore NUS Dept Elect & Comp Engn Singapore 117583 Singapore NUS Dept Math Singapore 119076 Singapore

We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions P-0 and P-1 and we would like to decide which hypothesis is true using a sequential test. It is known from the work of Wald and Wolfowitz that as the expectation of the length of the test grows, the optimal type-I and type-II error exponents approach the relative entropies D(P-1 parallel to P-0) and D(P-0 parallel to P-1). We refine this result by considering the optimal backoff-or second-order asymptotics-from the corner point of the achievable exponent region (D(P-1 parallel to P-0), D(P-0 parallel to P-1)) under two different constraints on the length of the test (or the sample size). First, we consider a probabilistic constraint in which the probability that the length of test exceeds a prescribed integer n is less than a certain threshold 0 < epsilon < 1. Second, the expectation of the sample size is bounded by n. In both cases, and under mild conditions, the second-order asymptotics is characterized exactly. Numerical examples are provided to illustrate our results.

关键词： sequential hypothesis testing error exponents second-order asymptotics finite blocklength

来源：评论

学校读者我要写书评

暂无评论

Inverse sequential hypothesis testing 23

Inverse Sequential Hypothesis Testing

引用

23rd International Conference on Information Fusion (FUSION)

作者： Pattanayak, Kunal Krishnamurthy, Vikram Blasch, Erik Cornell Univ Elect & Comp Engn Ithaca NY 14850 USA Air Force Off Sci Res Arlington VA USA

ISBN: (纸本)9780578647098

This paper considers a novel formulation of inverse reinforcement learning with behavioral economics constraints to address inverse sequential hypothesis testing (SHT) in Bayesian agents. The aim is to estimate the detection costs by observing the actions of the sequential hypothesis detector. Our methodology involves Bayesian revealed preferences from microeconomics and rational inattention from behavioral economics. First, we show that Bayesian agents optimally performing SHT are rationally inattentive utility maximizers. Using established results in Bayesian revealed preferences, we outline a feasibility test for a data analyst observing the Bayesian agents to estimate their detection costs. Numerical examples illustrate the performance of the inverse sequential hypothesis testing algorithm.

关键词： Inverse Reinforcement Learning Bayesian Revealed Preferences Behavioral Economics Inverse detection sequential hypothesis testing Rational Inattention

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：