Some Results on the Vector Gaussian Hypothesis Testing Problem

Pierre Escamilla; Abdellatif Zaidi; Michèle Wigger

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arXiv · 2005.06822

Some Results on the Vector Gaussian Hypothesis Testing Problem

Pierre Escamilla·Abdellatif Zaidi·Michèle Wigger

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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.

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Pierre Escamilla, Abdellatif Zaidi, Michèle Wigger. 2020-05-14. Some Results on the Vector Gaussian Hypothesis Testing Problem. https://arxiv.org/abs/2005.06822

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