Large and Small Deviations for Statistical Sequence Matching
Lin Zhou, Qianyun Wang, Jingjing Wang, Lin Bai, Alfred O. Hero

TL;DR
This paper analyzes the statistical sequence matching problem, providing theoretical performance guarantees for the generalized likelihood ratio test (GLRT) and demonstrating its optimality in large and small deviations regimes, with extensions to unknown match counts.
Contribution
It offers a comprehensive theoretical analysis of GLRT for sequence matching, including optimality proofs and extensions to unknown match scenarios, improving upon prior results.
Findings
Explicit characterization of mismatch and false reject tradeoffs
Proof of GLRT optimality under Neyman-Pearson criterion
Strengthening of previous results for single-sequence databases
Abstract
We revisit the problem of statistical sequence matching between two databases of sequences initiated by Unnikrishnan (TIT 2015) and derive theoretical performance guarantees for the generalized likelihood ratio test (GLRT). We first consider the case where the number of matched pairs of sequences between the databases is known. In this case, the task is to accurately find the matched pairs of sequences among all possible matches between the sequences in the two databases. We analyze the performance of the GLRT by Unnikrishnan and explicitly characterize the tradeoff between the mismatch and false reject probabilities under each hypothesis in both large and small deviations regimes. Furthermore, we demonstrate the optimality of Unnikrishnan's GLRT test under the generalized Neyman-Person criterion for both regimes and illustrate our theoretical results via numerical examples.…
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Taxonomy
TopicsTime Series Analysis and Forecasting
