Asymptotic Optimality Theory For Decentralized Sequential Multihypothesis Testing Problems

The Bayesian formulation of sequentially testing $M \ge 3$ hypotheses is studied in the context of a decentralized sensor network system. In such a system, local sensors observe raw observations and send quantized sensor messages to a fusion center which makes a final decision when stopping taking observations. Asymptotically optimal decentralized sequential tests are developed from a class of "two-stage" tests that allows the sensor network system to make a preliminary decision in the first stage and then optimize each local sensor quantizer accordingly in the second stage. It is shown that the optimal local quantizer at each local sensor in the second stage can be defined as a maximin quantizer which turns out to be a randomization of at most $M-1$ unambiguous likelihood quantizers (ULQ). We first present in detail our results for the system with a single sensor and binary sensor messages, and then extend to more general cases involving any finite alphabet sensor messages, multiple sensors, or composite hypotheses.Comment: 14 pages, 1 figure, submitted to IEEE Trans. Inf. Theor

Decentralized Two-Sided Sequential Tests for A Normal Mean

This article is concerned with decentralized sequential testing of a normal mean $\mu$ with two-sided alternatives. It is assumed that in a single-sensor network system with limited local memory, i.i.d. normal raw observations are observed at the local sensor, and quantized into binary messages that are sent to the fusion center, which makes a final decision between the null hypothesis $H_0: \mu = 0$ and the alternative hypothesis $H_1: \mu = \pm 1.$ We propose a decentralized sequential test using the idea of tandem quantizers (or equivalently, a one-shot feedback). Surprisingly, our proposed test only uses the quantizers of the form $I(X_{n} \ge \lambda),$ but it is shown to be asymptotically Bayes. Moreover, by adopting the principle of invariance, we also investigate decentralized invariant tests with the stationary quantizers of the form $I(|X_{n}| > \lambda),$ and show that $\lambda = 0.5$ only leads to a suboptimal decentralized invariant sequential test. Numerical simulations are conducted to support our arguments.Comment: 5 pages, conferenc