Detection of Gauss-Markov Random Fields With Nearest-Neighbor Dependency

被引:35
作者
Anandkumar, Animashree [1 ]
Tong, Lang [1 ]
Swami, Ananthram [2 ]
机构
[1] Cornell Univ, Sch Elect & Comp Engn, Ithaca, NY 14853 USA
[2] USA, Res Lab, Adelphi, MD 20783 USA
关键词
Detection and estimation; error exponent; Gauss-Markov random fields; law of large numbers; LARGE DEVIATIONS; STATISTICAL-ANALYSIS; QUADRATIC-FORMS; ERROR EXPONENT; MATRICES; GRAPHS;
D O I
10.1109/TIT.2008.2009855
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The problem of hypothesis testing against independence for a Gauss-Markov random field (GMRF) is analyzed. Assuming an acyclic dependency graph, an expression for the log-likelihood ratio of detection is derived. Assuming random placement of nodes over a large region according to the Poisson or uniform distribution and nearest-neighbor dependency graph, the error exponent of the Neyman-Pearson detector is derived using large-deviations theory. The error exponent is expressed as a dependency-graph functional and the limit is evaluated through a special law of large numbers for stabilizing graph functionals. The exponent is analyzed for different values of the variance ratio and correlation. It is found that a more correlated GMRF has a higher exponent at low values of the variance ratio whereas the situation is reversed at high values of the variance ratio.
引用
收藏
页码:816 / 827
页数:12
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