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Optimal Stopping Times for Estimating Bernoulli Parameters with Applications to Active Imaging

Abstract: 

We address the problem of estimating the parameter of a Bernoulli process. This arises in many applications, including photon-efficient active imaging where each illumination period is regarded as a single Bernoulli trial. We introduce a framework within which to minimize the mean-squared error (MSE) subject to an upper bound on the mean number of trials. This optimization has several simple and intuitive properties when the Bernoulli parameter has a beta prior. In addition, by exploiting typical spatial correlation using total variation regularization, we extend the developed framework to a rectangular array of Bernoulli processes representing the pixels in a natural scene. In simulations inspired by realistic active imaging scenarios, we demonstrate a 4.26 dB reduction in MSE due to the adaptive acquisition, as an average over many independent experiments and invariant to a factor of 3.4 variation in trial budget.

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Paper Details

Authors:
Safa C. Medin, John Murray-Bruce, Vivek K Goyal
Submitted On:
20 April 2018 - 2:03am
Short Link:
Type:
Poster
Event:
Presenter's Name:
Safa C. Medin
Paper Code:
SPTM-P7.3
Document Year:
2018
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ICASSP 2018 Poster

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[1] Safa C. Medin, John Murray-Bruce, Vivek K Goyal, "Optimal Stopping Times for Estimating Bernoulli Parameters with Applications to Active Imaging", IEEE SigPort, 2018. [Online]. Available: http://sigport.org/3084. Accessed: May. 21, 2018.
@article{3084-18,
url = {http://sigport.org/3084},
author = {Safa C. Medin; John Murray-Bruce; Vivek K Goyal },
publisher = {IEEE SigPort},
title = {Optimal Stopping Times for Estimating Bernoulli Parameters with Applications to Active Imaging},
year = {2018} }
TY - EJOUR
T1 - Optimal Stopping Times for Estimating Bernoulli Parameters with Applications to Active Imaging
AU - Safa C. Medin; John Murray-Bruce; Vivek K Goyal
PY - 2018
PB - IEEE SigPort
UR - http://sigport.org/3084
ER -
Safa C. Medin, John Murray-Bruce, Vivek K Goyal. (2018). Optimal Stopping Times for Estimating Bernoulli Parameters with Applications to Active Imaging. IEEE SigPort. http://sigport.org/3084
Safa C. Medin, John Murray-Bruce, Vivek K Goyal, 2018. Optimal Stopping Times for Estimating Bernoulli Parameters with Applications to Active Imaging. Available at: http://sigport.org/3084.
Safa C. Medin, John Murray-Bruce, Vivek K Goyal. (2018). "Optimal Stopping Times for Estimating Bernoulli Parameters with Applications to Active Imaging." Web.
1. Safa C. Medin, John Murray-Bruce, Vivek K Goyal. Optimal Stopping Times for Estimating Bernoulli Parameters with Applications to Active Imaging [Internet]. IEEE SigPort; 2018. Available from : http://sigport.org/3084