SearcharxivSearch

arXiv subjects

Berkan Dulek

Publications and source records attributed to Berkan Dulek.

4 recordsLinked to original sources

Optimal Decision Rules for Composite Binary Hypothesis Testing under Neyman-Pearson Framework

The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection probability, integrated with respect to a given probability measure, subject to a false-alarm constraint. It is shown that each power function can be realized by a generalized Bayes rule that maximizes an integrated rejection probability with respect to a finite signed measure. For a simple null hypothesis and a composite alternative, optimal single-threshold decision rules based on an appropriately weighted likelihood ratio are derived. The analysis is extended to composite null hypotheses, including both average and worst-case false-alarm constraints, resulting in modified optimal threshold rules. Special cases involving exponential family distributions and numerical examples are provided to illustrate the theoretical results.

math.ST

Power Adaptation for Vector Parameter Estimation according to Fisher Information based Optimality Criteria

The optimal power adaptation problem is investigated for vector parameter estimation according to various Fisher information based optimality criteria. By considering an observation model that involves a linear transformation of the parameter vector and an additive noise component with an arbitrary probability distribution, six different optimal power allocation problems are formulated based on Fisher information based objective functions. Via optimization theoretic approaches, various closed-form solutions are derived for the proposed problems. Also, the results are extended to cases in which nuisance parameters exist in the system model or certain types of nonlinear transformations are applied on the parameter vector. Numerical examples are presented to investigate performance of the proposed power allocation strategies.

eess.SP

Optimal Decision Rules for Simple Hypothesis Testing under General Criterion Involving Error Probabilities

The problem of simple $M-$ary hypothesis testing under a generic performance criterion that depends on arbitrary functions of error probabilities is considered. Using results from convex analysis, it is proved that an optimal decision rule can be characterized as a randomization among at most two deterministic decision rules, of the form reminiscent to Bayes rule, if the boundary points corresponding to each rule have zero probability under each hypothesis. Otherwise, a randomization among at most $M(M-1)+1$ deterministic decision rules is sufficient. The form of the deterministic decision rules are explicitly specified. Likelihood ratios are shown to be sufficient statistics. Classical performance measures including Bayesian, minimax, Neyman-Pearson, generalized Neyman-Pearson, restricted Bayesian, and prospect theory based approaches are all covered under the proposed formulation. A numerical example is presented for prospect theory based binary hypothesis testing.

eess.SP

Distributed Detection in Tree Networks: Byzantines and Mitigation Techniques

In this paper, the problem of distributed detection in tree networks in the presence of Byzantines is considered. Closed form expressions for optimal attacking strategies that minimize the miss detection error exponent at the fusion center (FC) are obtained. We also look at the problem from the network designer's (FC's) perspective. We study the problem of designing optimal distributed detection parameters in a tree network in the presence of Byzantines. Next, we model the strategic interaction between the FC and the attacker as a Leader-Follower (Stackelberg) game. This formulation provides a methodology for predicting attacker and defender (FC) equilibrium strategies, which can be used to implement the optimal detector. Finally, a reputation based scheme to identify Byzantines is proposed and its performance is analytically evaluated. We also provide some numerical examples to gain insights into the solution.

cs.CR