Title :
Error exponents for composite hypothesis testing of Markov forest distributions
Author :
Tan, Vincent Y F ; Anandkumar, Animashree ; Willsky, Alan S.
Author_Institution :
Stochastic Syst. Group, MIT, Cambridge, MA, USA
Abstract :
The problem of composite binary hypothesis testing of Markov forest (or tree) distributions is considered. The worst-case type-II error exponent is derived under the Neyman-Pearson formulation. Under simple null hypothesis, the error exponent is derived in closed-form and is characterized in terms of the so-called bottleneck edge of the forest distribution. The least favorable distribution for detection is shown to be Markov on the second-best max-weight spanning tree with mutual information edge weights. A necessary and sufficient condition to have positive error exponent is derived.
Keywords :
Markov processes; statistical distributions; statistical testing; trees (mathematics); Markov forest distribution; Neyman-Pearson formulation; composite binary hypothesis testing; mutual information edge weights; null hypothesis; second-best max-weight spanning tree; tree distribution; worst-case type-II error exponent; Benchmark testing; Error probability; Graphical models; H infinity control; Mutual information; Stochastic systems; Sufficient conditions; System testing; Tree graphs; World Wide Web; Least favorable distribution; Markov forests; Neyman-Pearson formulation; Worst-case error exponent;
Conference_Titel :
Information Theory Proceedings (ISIT), 2010 IEEE International Symposium on
Conference_Location :
Austin, TX
Print_ISBN :
978-1-4244-7890-3
Electronic_ISBN :
978-1-4244-7891-0
DOI :
10.1109/ISIT.2010.5513399