Compressed hypothesis testing: To mix or not to mix?

@article{Xu2013CompressedHT,
  title={Compressed hypothesis testing: To mix or not to mix?},
  author={Weiyu Xu and Lifeng Lai},
  journal={2013 51st Annual Allerton Conference on Communication, Control, and Computing (Allerton)},
  year={2013},
  pages={1443-1449}
}
In this paper, we study a hypothesis testing problem of, among n random variables, determining k random variables which have different probability distributions from the rest (n - k) random variables. Instead of using separate measurements of each individual random variable, we propose to use mixed measurements which are functions of multiple random variables. It is demonstrated that O(klog(n)/minPi, PjC(Pi, Pj)) equation observations are sufficient for correctly identifying the k anomalous… CONTINUE READING
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