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Some Results on the Vector Gaussian Hypothesis Testing Problem

Abstract : This paper studies the problem of discriminating two multivariate Gaussian distributions in a distributed manner. Specifically, it characterizes in a special case the optimal type-II error exponent as a function of the available communication rate. As a side-result, the paper also presents the optimal type-II error exponent of a slight generalization of the hypothesis testing against conditional independence problem where the marginal distributions under the two hypotheses can be different.
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Submitted on : Wednesday, September 16, 2020 - 1:13:32 PM
Last modification on : Tuesday, September 21, 2021 - 2:16:03 PM
Long-term archiving on: : Thursday, December 3, 2020 - 8:09:29 AM

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Pierre Escamilla, Abdellatif Zaidi, Michèle Wigger. Some Results on the Vector Gaussian Hypothesis Testing Problem. IEEE ISIT 2020, Jun 2020, Los Angeles, United States. ⟨10.1109/ISIT44484.2020.9173998⟩. ⟨hal-02940550⟩

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