Opportunistic detection rules

Wenyi Zhang, George V. Moustakides, H. Vincent Poor

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Opportunistic detection rules (ODRs) are variants of fixed-sample-size detection rules in which the statistician is allowed to make an early decision on the alternative hypothesis opportunistically based on the sequentially observed samples. From a sequential decision perspective, ODRs are also mixtures of one-sided and truncated sequential detection rules. Several key properties of ODRs are established in this paper, in both the asymptotic regime in which the maximum sample size grows without bound, and the finite regime in which the maximum samples size is a fixed finite number. Furthermore, an extended setup, in which the maximum sample size is a random variable following a geometric distribution whose realization is not revealed to the statistician until observing the last sample, is studied.

Original languageEnglish (US)
Title of host publication2014 IEEE International Symposium on Information Theory, ISIT 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages746-750
Number of pages5
ISBN (Print)9781479951864
DOIs
StatePublished - Jan 1 2014
Event2014 IEEE International Symposium on Information Theory, ISIT 2014 - Honolulu, HI, United States
Duration: Jun 29 2014Jul 4 2014

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
ISSN (Print)2157-8095

Other

Other2014 IEEE International Symposium on Information Theory, ISIT 2014
CountryUnited States
CityHonolulu, HI
Period6/29/147/4/14

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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  • Cite this

    Zhang, W., Moustakides, G. V., & Poor, H. V. (2014). Opportunistic detection rules. In 2014 IEEE International Symposium on Information Theory, ISIT 2014 (pp. 746-750). [6874932] (IEEE International Symposium on Information Theory - Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ISIT.2014.6874932