Browsing by Subject "Restricted Bayes"

Now showing 1 - 6 of 6

Open Access
Alternative approaches and noise benefits in hypothesis-testing problems in the presence of partial information
(2011) Bayram, Suat
Performance of some suboptimal detectors can be enhanced by adding independent noise to their observations. In the first part of the dissertation, the effects of additive noise are studied according to the restricted Bayes criterion, which provides a generalization of the Bayes and minimax criteria. Based on a generic M-ary composite hypothesis-testing formulation, the optimal probability distribution of additive noise is investigated. Also, sufficient conditions under which the performance of a detector can or cannot be improved via additive noise are derived. In addition, simple hypothesis-testing problems are studied in more detail, and additional improvability conditions that are specific to simple hypotheses are obtained. Furthermore, the optimal probability distribution of the additive noise is shown to include at most M mass points in a simple M-ary hypothesis-testing problem under certain conditions. Then, global optimization, analytical and convex relaxation approaches are considered to obtain the optimal noise distribution. Finally, detection examples are presented to investigate the theoretical results. In the second part of the dissertation, the effects of additive noise are studied for M-ary composite hypothesis-testing problems in the presence of partial prior information. Optimal additive noise is obtained according to two criteria, which assume a uniform distribution (Criterion 1) or the least-favorable distribution (Criterion 2) for the unknown priors. The statistical characterization of the optimal noise is obtained for each criterion. Specifically, it is shown that the optimal noise can be represented by a constant signal level or by a randomization of a finite number of signal levels according to Criterion 1 and Criterion 2, respectively. In addition, the cases of unknown parameter distributions under some composite hypotheses are considered, and upper bounds on the risks are obtained. Finally, a detection example is provided to illustrate the theoretical results. In the third part of the dissertation, the effects of additive noise are studied for binary composite hypothesis-testing problems. A Neyman-Pearson (NP) framework is considered, and the maximization of detection performance under a constraint on the maximum probability of false-alarm is studied. The detection performance is quantified in terms of the sum, the minimum and the maximum of the detection probabilities corresponding to possible parameter values under the alternative hypothesis. Sufficient conditions under which detection performance can or cannot be improved are derived for each case. Also, statistical characterization of optimal additive noise is provided, and the resulting false-alarm probabilities and bounds on detection performance are investigated. In addition, optimization theoretic approaches for obtaining the probability distribution of optimal additive noise are discussed. Finally, a detection example is presented to investigate the theoretical results. Finally, the restricted NP approach is studied for composite hypothesistesting problems in the presence of uncertainty in the prior probability distribution under the alternative hypothesis. A restricted NP decision rule aims to maximize the average detection probability under the constraints on the worstcase detection and false-alarm probabilities, and adjusts the constraint on the worst-case detection probability according to the amount of uncertainty in the prior probability distribution. Optimal decision rules according to the restricted NP criterion are investigated, and an algorithm is provided to calculate the optimal restricted NP decision rule. In addition, it is observed that the average detection probability is a strictly decreasing and concave function of the constraint on the minimum detection probability. Finally, a detection example is presented, and extensions to more generic scenarios are discussed.
Open Access
Noise enhanced detection in the restricted Bayesian framework
(IEEE, 2010) Bayram, Suat; Gezici, Sinan; Poor H.V.
Effects of additive independent noise are investigated for sub-optimal detectors according to the restricted Bayes criterion. The statistics of optimal additive noise are characterized. Also, sufficient conditions for improvability or nonimprovability of detection via additive noise are obtained. A detection example is presented to study the theoretical results. ©2010 IEEE.
Open Access
Noise enhanced hypothesis-testing in the restricted Bayesian framework
(IEEE, 2010-04-12) Bayram, S.; Gezici, Sinan; Poor H. V.
Performance of some suboptimal detectors can be enhanced by adding independent noise to their observations. In this paper, the effects of additive noise are investigated according to the restricted Bayes criterion, which provides a generalization of the Bayes and minimax criteria. Based on a generic M-ary composite hypothesis-testing formulation, the optimal probability distribution of additive noise is investigated. Also, sufficient conditions under which the performance of a detector can or cannot be improved via additive noise are derived. In addition, simple hypothesis-testing problems are studied in more detail, and additional improvability conditions that are specific to simple hypotheses are obtained. Furthermore, the optimal probability distribution of the additive noise is shown to include at most M mass points in a simple M-ary hypothesis-testing problem under certain conditions. Then, global optimization, analytical and convex relaxation approaches are considered to obtain the optimal noise distribution. Finally, detection examples are presented to investigate the theoretical results.
Open Access
On the restricted Neyman-Pearson approach for composite hypothesis-testing in presence of prior distribution uncertainty
(IEEE, 2011) Bayram, S.; Gezici, Sinan
The restricted Neyman–Pearson (NP) approach is studied for composite hypothesis-testing problems in the presence of uncertainty in the prior probability distribution under the alternative hypothesis. A restricted NP decision rule aims to maximize the average detection probability under the constraints on the worst-case detection and false-alarm probabilities, and adjusts the constraint on the worst-case detection probability according to the amount of uncertainty in the prior probability distribution. In this study, optimal decision rules according to the restricted NP criterion are investigated. Also, an algorithm is provided to calculate the optimal restricted NP decision rule. In addition, it is shown that the average detection probability is a strictly decreasing and concave function of the constraint on the minimum detection probability. Finally, a detection example is presented to investigate the theoretical results, and extensions to more generic scenarios are provided.
Open Access
Optimal linear MMSE estimation in presence of correlation uncertainty under restricted Bayesian framework
(2023-06) Topaloğlu, Süleyman Taylan
A restricted Bayes approach is proposed for the linear estimation of a scalar random parameter based on a scalar observation under uncertainty regarding the correlation between the parameter and the observation. In particular, the optimal linear estimator that minimizes the average mean-squared error (MSE) is derived under a constraint on the worst-case MSE by considering possible values of the correlation coefficient and its probability distribution. A closed-form expression is derived for the optimal linear estimator in the proposed restricted Bayesian framework by considering a generic statistical characterization of the correlation coefficient. The performance of the proposed estimator is evaluated via numerical examples and its benefits are illustrated in various scenarios. The proposed framework is also extended to the case of vector-valued observation and the properties of the optimal linear estimator are characterized.
Open Access
Optimal linear mmse estimation under correlation uncertainty in restricted bayesian framework
(Institute of Electrical and Electronics Engineers, 2023-01-31) Dulek, B.; Topaloğlu, Süleyman Taylan; Gezici, Sinan
A restricted Bayes approach is proposed for linear estimation of a scalar random parameter based on a scalar observation under uncertainty regarding the correlation between the parameter and the observation. In particular, the optimal linear estimator that minimizes the average mean-squared error (MSE) is derived under a constraint on the worst-case MSE by considering possible values of the correlation coefficient and its probability distribution. A closed-form expression is derived for the optimal linear estimator in the proposed restricted Bayesian framework by considering a generic statistical characterization of the correlation coefficient. Performance of the proposed estimator is evaluated via numerical examples and its benefits are illustrated in various scenarios. The proposed framework is also extended to the case of vector-valued observation and the properties of the optimal linear estimator are characterized.