Tata Institute of Fundamental Research

Binary Hypothesis Testing with Deterministic Finite-Memory Decision Rules

STCS Student Seminar
Speaker: Hari Krishnan P A
Date: Friday, 5 Aug 2022, 16:00 to 17:00
Venue: A201

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Abstract:  In this talk, we will consider the problem of binary hypothesis testing with finite memory. Consider a sequence of IID random variables with expectation p under hypothesis H_0 and q under hypothesis H_1. Consider a finite-state machine with state M_n at time n. Let the state of the system be governed by the rule M_n = f(M_{n-1},X_n) where f is a deterministic time-invariant function. Assume that we let this process run for a very long time and then make a decision according to some mapping from the state space to the hypothesis space. We will bound the error probability of any hypothesis testing system.