Saddlepoint Approximation of the Error Probability of Binary Hypothesis Testing

Vázquez Vilar, Gonzalo; Guillén i Fàbregas, Albert; Koch, Tobias Mirco; Lancho Serrano, Alejandro

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Saddlepoint Approximation of the Error Probability of Binary Hypothesis Testing

Author(s): Vázquez Vilar, Gonzalo; Guillén i Fàbregas, Albert; Koch, Tobias Mirco; Lancho Serrano, Alejandro

Publisher: IEEE

Issued date: 2018-08-16

Citation: IEEE International Symposium on Information Theory (ISIT 2018), 17-22 June 2018, Vail, Colorado, USA. [Proceedings], 5 p.

ISBN: 978-1-5386-4780-6

ISSN: 2157-8117

Sponsor: This work has been funded in part by the European Research Council (ERC) under grants 714161 and 725411, by the Spanish Ministry of Economy and Competitiveness under grants TEC2013-41718-R, RYC-201416332, IJCI-2015-27020 and TEC2016-78434-C3 (AEI/FEDER, EU), by the Madrid Autonomous Community under grant S2103/ICE-2845 and by the Spanish Ministry of Education, Culture and Sport under grant FPU14/01274.

Project: info:eu-repo/grantAgreement/EC/H2020/714161
info:eu-repo/grantAgreement/EC/H2020/725411
Gobierno de España. TEC2013-41718-R
Gobierno de España. RYC-2014-16332
Gobierno de España. IJCI-2015-27020
Gobierno de España. TEC2016-78434-C3 (AEI/FEDER, EU)
Gobierno de España. FPU14/01274
Comunidad de Madrid. S2103/ICE-2845

Keywords: Error probability , Testing , Random variables , AWGN channels , Laplace equations , Gaussian distribution

URI: http://hdl.handle.net/10016/27525

Abstract:

We propose a saddlepoint approximation of the error probability of a binary hypothesis test between two i.i.d. distributions. The approximation is accurate, simple to compute, and yields a unified analysis in different asymptotic regimes. The proposed formulat [+]

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