Some Results on the Vector Gaussian Hypothesis Testing Problem

Pierre Escamilla , Abdellatif Zaidi , Michèle Wigger (1)

1 LTCI - Laboratoire Traitement et Communication de l'Information

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.

Domaines: Théorie de l'information [cs.IT]

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⟩