On the limits of sequential testing in high dimensions

Conference Record - Asilomar Conference on Signals, Systems and Computers

Volumn , Issue , 2011, Pages 1245-1249

  Malloy, Matt ^a   Nowak, Robert ^a  

^a Wisconsin Electric Machines and Power Electronics Consortium   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

AVERAGE NUMBERS; HIGH DIMENSIONS; KULLBACK LEIBLER DIVERGENCE; LOWER BOUNDS; MEASUREMENT PROCEDURES; SEQUENTIAL METHODS; SEQUENTIAL TESTING; SPARSE SIGNALS; THRESHOLDING; UNDERLYING DISTRIBUTION;

EID: 84861313029     PISSN: 10586393     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACSSC.2011.6190215     Document Type: Conference Paper

References (8)

1. J. Haupt, R. Castro, and R. Nowak, "Distilled sensing: Selective sampling for sparse signal recovery," http://arxiv.org/abs/1001.5311.
2. M. Malloy and R. Nowak, "Sequential analysis in high-dimensional multiple testing and sparse recovery," in Information Theory Proceedings (ISIT), 2011 IEEE International Symposium on, 31 2011-aug. 5 2011, pp. 2661-2665.
3. V. Srivastava, K. Plarre, and F. Bullo, "Randomized sensor selection in sequential hypothesis testing," Signal Processing, IEEE Transactions on, vol. 59, no. 5, pp. 2342-2354, may 2011.
4. A. R. Barron and A. Joseph, "Analysis of fast sparse superposition codes,"Proc. IEEE International Symposium on Information Theory, 2011.
5. T. M. Cover and J. A. Thomas, Elements of information theory, 2nd ed. New York, NY, USA: Wiley-Interscience, 2005.
6. D. Siegmund, Sequential Analysis. New York, NY, USA: Springer-Verlag, 2010.
7. A. Wald and J. Wolfowitz, "Optimum character of the sequential probability ratio test," The Annals of Mathematical Statistics, vol. 19, no. 3, pp. 326-339, 1948.
8. H. Chernoff, Sequential Analysis and Optimal Design. Bristol, England: Society for Industrial and Applied Mathematics, 1979.