Detection of Gauss-Markov random fields with nearest-neighbor dependency

  • Authors:
  • Animashree Anandkumar;Lang Tong;Ananthram Swami

  • Affiliations:
  • School of Electrical and Computer Engineering, Cornell University, Ithaca, NY;School of Electrical and Computer Engineering, Cornell University, Ithaca, NY;Army Research Laboratory, Adelphi, MD

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2009

Quantified Score

Hi-index 754.84

Visualization

Abstract

The problem of hypothesis testing against independence for a Gauss-Markov random field (GMRF) is analyzed. Assuming an acyclic dependency graph, an expression for the log-likelihood ratio of detection is derived. Assuming random placement of nodes over a large region according to the Poisson or uniform distribution and nearest-neighbor dependency graph, the error exponent of the Neyman-Pearson detector is derived using large-deviations theory. The error exponent is expressed as a dependency-graph functional and the limit is evaluated through a special law of large numbers for stabilizing graph functionals. The exponent is analyzed for different values of the variance ratio and correlation. It is found that a more correlated GMRF has higher exponent at low values of the variance ratio whereas the situation is reversed at high values of the variance ratio.