EXTREMAL PROPERTIES OF LIKELIHOOD-RATIO QUANTIZERS

被引:84
作者
TSITSIKLIS, JN
机构
[1] The Laboratory for Information and Decision Systems, Massachusetts Institute of Technology, Cambridge
基金
美国国家科学基金会;
关键词
D O I
10.1109/26.223779
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
Let there be M hypotheses H-1,..,H(M), and let Y be a random variable, taking values in a set Y, with a different probability distribution under each hypothesis. A quantizer gamma : Y bar arrow pointing right {1,...,D} is applied to form a quantized random variable gamma(Y). We characterize the extreme points of the set of possible probability distributions of gamma(Y), as gamma ranges over all quantizers. We then establish optimality properties of likelihood-ratio quantizers for a very broad class of quantization problems, including problems involving the maximization of an Ali-Silvey distance measure and the Neyman-Pearson variant of the decentralized detection problem.
引用
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页码:550 / 558
页数:9
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