Novel algorithms for distributed sequential hypothesis testing

This paper considers sequential hypothesis testing in a decentralized framework. We start with two simple decentralized sequential hypothesis testing algorithms. One of which is later proved to be asymptotically Bayes optimal. We also consider composite versions of decentralized sequential hypothesis testing. A novel nonparametric version for decentralized sequential hypothesis testing using universal source coding theory is developed. Finally we design a simple decentralized multihypothesis sequential detection algorithm.

[1]  Toby Berger,et al.  Fixed-slope universal lossy data compression , 1997, IEEE Trans. Inf. Theory.

[2]  Venugopal V. Veeravalli,et al.  Multihypothesis sequential probability ratio tests - Part I: Asymptotic optimality , 1999, IEEE Trans. Inf. Theory.

[3]  Thomas M. Cover,et al.  Elements of Information Theory , 2005 .

[4]  Rick S. Blum,et al.  Distributed detection with multiple sensors I. Advanced topics , 1997, Proc. IEEE.

[5]  A. Tartakovsky,et al.  Sequential testing of multiple hypotheses in distributed systems , 2000, Proceedings of the Third International Conference on Information Fusion.

[6]  Vinod Sharma,et al.  Generalized Analysis of a Distributed Energy Efficient Algorithm for Change Detection , 2009, IEEE Transactions on Wireless Communications.

[7]  Jacob Ziv,et al.  On classification with empirically observed statistics and universal data compression , 1988, IEEE Trans. Inf. Theory.

[8]  Vinod Sharma,et al.  Cooperative distributed sequential spectrum sensing , 2011, 2011 National Conference on Communications (NCC).

[9]  Abraham Lempel,et al.  Compression of individual sequences via variable-rate coding , 1978, IEEE Trans. Inf. Theory.

[10]  Boris Ryabko,et al.  Applications of Universal Source Coding to Statistical Analysis of Time Series , 2008, ArXiv.

[11]  Vinod Sharma,et al.  Generalized Analysis of a Distributed Energy Efficient Algorithm for Change Detection , 2011, IEEE Trans. Wirel. Commun..

[12]  Pramod K. Varshney,et al.  Distributed detection with multiple sensors I. Fundamentals , 1997, Proc. IEEE.

[13]  T. Lai Nearly Optimal Sequential Tests of Composite Hypotheses , 1988 .

[14]  Tsachy Weissman,et al.  An MCMC Approach to Lossy Compression of Continuous Sources , 2010, 2010 Data Compression Conference.

[15]  Venugopal V. Veeravalli,et al.  Decentralized detection in sensor networks , 2003, IEEE Trans. Signal Process..

[16]  Alexander G. Tartakovsky Asymptotically optimal sequential tests for nonhomogeneous processes , 1998 .

[17]  Alexander G. Tartakovsky,et al.  Asymptotic Optimality of Certain Multihypothesis Sequential Tests: Non‐i.i.d. Case , 1998 .

[18]  Yajun Mei Asymptotic Optimality Theory for Decentralized Sequential Hypothesis Testing in Sensor Networks , 2008, IEEE Transactions on Information Theory.

[19]  Rakesh K. Bansal,et al.  Sequential change detection based on universal compression algorithms , 2008, 2008 IEEE International Symposium on Information Theory.

[20]  George V. Moustakides,et al.  Decentralized Sequential Hypothesis Testing Using Asynchronous Communication , 2009, IEEE Transactions on Information Theory.

[21]  T. Lai SEQUENTIAL ANALYSIS: SOME CLASSICAL PROBLEMS AND NEW CHALLENGES , 2001 .

[22]  B. K. Ghosh,et al.  Handbook of sequential analysis , 1991 .

[23]  H. Vincent Poor,et al.  Decentralized Sequential Detection with a Fusion Center Performing the Sequential Test , 1992, 1992 American Control Conference.

[24]  V. Veeravalli,et al.  Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems , 2008 .

[25]  David L. Neuhoff,et al.  Quantization , 2022, IEEE Trans. Inf. Theory.