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Chernoff Information between Gaussian Trees. (arXiv:1712.09742v1 [cs.IT])

来源于:arXiv
In this paper, we aim to provide a systematic study of the relationship between Chernoff information and topological, as well as algebraic properties of the corresponding Gaussian tree graphs for the underlying graphical testing problems. We first show the relationship between Chernoff information and generalized eigenvalues of the associated covariance matrices. It is then proved that Chernoff information between two Gaussian trees sharing certain local subtree structures can be transformed into that of two smaller trees. Under our proposed grafting operations, bottleneck Gaussian trees, namely, Gaussian trees connected by one such operation, can thus be simplified into two 3-node Gaussian trees, whose topologies and edge weights are subject to the specifics of the operation. Thereafter, we provide a thorough study about how Chernoff information changes when small differences are accumulated into bigger ones via concatenated grafting operations. It is shown that the two Gaussian trees 查看全文>>