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Asymptotic Geometry of Multiple Hypothesis Testing

We present a simple geometrical interpretation for the solution to the multiple hypothesis testing problem in the asymptotic limit. Under this interpretation, the optimal decision rule is a nearest neighbor classifier on the probability simplex.

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Bibliographic Details
Published in:IEEE Trans Inf Theory
Main Author: Westover, M. Brandon
Format: Artigo
Language:Inglês
Published: 2008
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC6788803/
https://ncbi.nlm.nih.gov/pubmed/31607755
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1109/TIT.2008.924656
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