Sparse Gaussian Mixture Detection: Low Complexity, High Performance Tests Via Quantization
2017 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT)(2017)
摘要
We study the problem of testing between a sparse signal in noise, modeled as a mixture distribution, versus pure noise, with a Gaussian signal and noise of same variance, but differing means as the mixture proportion tends to zero. We construct a simple new adaptive test based on quantizing data with sample size-dependent quantizers and prove its consistency. The proposed test has almost linear time complexity and sub linear space complexity, which is better than existing tests, and in particular, the celebrated Higher Criticism test. Moreover, our numerical results show that the proposed test is competitive with commonly used tests even with a small number of quantizer levels.
更多查看译文
关键词
Detection theory, sparse detection, quantization, sparse mixture, gaussian mixture model
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要