dorsal/arxiv
View SchemaA Finite-Sample Strong Converse for Binary Hypothesis Testing via (Reverse) R\'enyi Divergence
| Authors | Roberto Bruno, Adrien Vandenbroucque, Amedeo Roberto Esposito |
|---|---|
| Categories | |
| ArXiv ID | 2601.09550vv2 |
| URL | https://arxiv.org/abs/2601.09550 |
| License | http://creativecommons.org/licenses/by/4.0/ |
Abstract
This work investigates binary hypothesis testing between $H_0\sim P_0$ and $H_1\sim P_1$ in the finite-sample regime under asymmetric error constraints. By employing the ``reverse" R\'enyi divergence, we derive novel non-asymptotic bounds on the Type II error probability which naturally establish a strong converse result. Furthermore, when the Type I error is constrained to decay exponentially with a rate $c$, we show that the Type II error converges to 1 exponentially fast if $c$ exceeds the Kullback-Leibler divergence $D(P_1\|P_0)$, and vanishes exponentially fast if $c$ is smaller. Finally, we present numerical examples demonstrating that the proposed converse bounds strictly improve upon existing finite-sample results in the literature.
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"abstract": "This work investigates binary hypothesis testing between $H_0\\sim P_0$ and $H_1\\sim P_1$ in the finite-sample regime under asymmetric error constraints. By employing the ``reverse\" R\\\u0027enyi divergence, we derive novel non-asymptotic bounds on the Type II error probability which naturally establish a strong converse result. Furthermore, when the Type I error is constrained to decay exponentially with a rate $c$, we show that the Type II error converges to 1 exponentially fast if $c$ exceeds the Kullback-Leibler divergence $D(P_1\\|P_0)$, and vanishes exponentially fast if $c$ is smaller. Finally, we present numerical examples demonstrating that the proposed converse bounds strictly improve upon existing finite-sample results in the literature.",
"arxiv_id": "2601.09550",
"authors": [
"Roberto Bruno",
"Adrien Vandenbroucque",
"Amedeo Roberto Esposito"
],
"categories": [
"cs.IT",
"math.IT"
],
"license": "http://creativecommons.org/licenses/by/4.0/",
"title": "A Finite-Sample Strong Converse for Binary Hypothesis Testing via (Reverse) R\\\u0027enyi Divergence",
"url": "https://arxiv.org/abs/2601.09550",
"version": "v2"
},
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