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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dc.contributor.author	Vázquez Vilar, Gonzalo
dc.contributor.author	Guillén i Fàbregas, Albert
dc.contributor.author	Koch, Tobias Mirco
dc.contributor.author	Lancho Serrano, Alejandro
dc.date.accessioned	2018-10-03T12:42:22Z
dc.date.available	2018-10-03T12:42:22Z
dc.date.issued	2018-08-16
dc.identifier.bibliographicCitation	IEEE International Symposium on Information Theory (ISIT 2018), 17-22 June 2018, Vail, Colorado, USA. [Proceedings], 5 p.
dc.identifier.isbn	978-1-5386-4780-6
dc.identifier.issn	2157-8117
dc.identifier.uri	http://hdl.handle.net/10016/27525
dc.description.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 formulation is used to efficiently compute the meta-converse lower bound for moderate block-lengths in several cases of interest.
dc.description.sponsorship	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.
dc.format.extent	5
dc.format.mimetype	application/pdf
dc.language.iso	eng
dc.publisher	IEEE
dc.rights	© 2018 IEEE.
dc.subject.other	Error probability
dc.subject.other	Testing
dc.subject.other	Random variables
dc.subject.other	AWGN channels
dc.subject.other	Laplace equations
dc.subject.other	Gaussian distribution
dc.title	Saddlepoint Approximation of the Error Probability of Binary Hypothesis Testing
dc.type	bookPart
dc.type	conferenceObject
dc.subject.eciencia	Electrónica
dc.subject.eciencia	Telecomunicaciones
dc.rights.accessRights	openAccess
dc.relation.projectID	info:eu-repo/grantAgreement/EC/H2020/714161
dc.relation.projectID	info:eu-repo/grantAgreement/EC/H2020/725411
dc.relation.projectID	Gobierno de España. TEC2013-41718-R
dc.relation.projectID	Gobierno de España. RYC-2014-16332
dc.relation.projectID	Gobierno de España. IJCI-2015-27020
dc.relation.projectID	Gobierno de España. TEC2016-78434-C3 (AEI/FEDER, EU)
dc.relation.projectID	Gobierno de España. FPU14/01274
dc.relation.projectID	Comunidad de Madrid. S2103/ICE-2845
dc.type.version	acceptedVersion
dc.relation.eventdate	2018-06-17
dc.relation.eventplace	Vail., Colorado, USA
dc.relation.eventtitle	IEEE International Symposium on Information Theory (ISIT 2018)
dc.identifier.publicationfirstpage	1
dc.identifier.publicationlastpage	5
dc.identifier.publicationtitle	IEEE International Symposium on Information Theory (ISIT 2018) [Proceedings]
dc.identifier.uxxi	CC/0000027956
dc.affiliation.dpto	UC3M. Departamento de Teoría de la Señal y Comunicaciones
dc.affiliation.grupoinv	UC3M. Grupo de Investigación: Tratamiento de la Señal y Aprendizaje (GTSA)