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 typeII 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.
- Publication:
-
arXiv e-prints
- Pub Date:
- May 2020
- DOI:
- 10.48550/arXiv.2005.06822
- arXiv:
- arXiv:2005.06822
- Bibcode:
- 2020arXiv200506822E
- Keywords:
-
- Computer Science - Information Theory
- E-Print:
- To appear in 2020 IEEE International Symposium on Information Theory, ISIT'20