TY - GEN
T1 - Error Exponents in Distributed Hypothesis Testing of Correlations
AU - Hadar, Uri
AU - Liu, Jingbo
AU - Polyanskiy, Yury
AU - Shayevitz, Ofer
N1 - Publisher Copyright:
© 2019 IEEE.
PY - 2019/7
Y1 - 2019/7
N2 - We study a distributed hypothesis testing problem where two parties observe i.i.d. samples from two ρ-correlated standard normal random variables X and Y. The party that observes the X-samples can communicate R bits per sample to the second party, that observes the Y-samples, in order to test between two correlation values. We investigate the best possible type-II error subject to a fixed type-I error, and derive an upper (impossibility) bound on the associated type-II error exponent. Our techniques include representing the conditional Y-samples as a trajectory of the Ornstein-Uhlenbeck process, and bounding the associated KL divergence using the subadditivity of the Wasserstein distance and the Gaussian Talagrand inequality.
AB - We study a distributed hypothesis testing problem where two parties observe i.i.d. samples from two ρ-correlated standard normal random variables X and Y. The party that observes the X-samples can communicate R bits per sample to the second party, that observes the Y-samples, in order to test between two correlation values. We investigate the best possible type-II error subject to a fixed type-I error, and derive an upper (impossibility) bound on the associated type-II error exponent. Our techniques include representing the conditional Y-samples as a trajectory of the Ornstein-Uhlenbeck process, and bounding the associated KL divergence using the subadditivity of the Wasserstein distance and the Gaussian Talagrand inequality.
UR - http://www.scopus.com/inward/record.url?scp=85073148377&partnerID=8YFLogxK
U2 - 10.1109/ISIT.2019.8849426
DO - 10.1109/ISIT.2019.8849426
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AN - SCOPUS:85073148377
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 2674
EP - 2678
BT - 2019 IEEE International Symposium on Information Theory, ISIT 2019 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2019 IEEE International Symposium on Information Theory, ISIT 2019
Y2 - 7 July 2019 through 12 July 2019
ER -