采用有效策略的置换检验快速实现方法

Fast implementation method of permutation test with valid strategy

  • 摘要: 针对置换检验计算复杂度高的问题,本文提出了一种新的用于置换检验的实现方法,称作有效策略法。该方法首先根据是否对门限有影响,将所有置换策略分为有效策略和无效策略;然后,计算所有有效策略对应的置换统计量;接着,根据所得的置换统计量确定门限;最后,比较检测统计量与门限,完成判决。由于该实现方法仅需计算有效策略对应的置换统计量,因而比常规的直接计算法具有更高的效率。除了理论分析外,本文还通过仿真研究了不同参数对有效策略法计算效率的影响。

     

    Abstract: As a classical nonparametric detection algorithm, the permutation test can obtain good performance without knowing the specific distribution type of the clutter. However, the large calculation load in implementation makes it very difficult for the permutation test to be used in the engineering practice. For the high calculation complexity problem in the permutation test, this paper proposes a new implementation method for the permutation test, called “valid strategy method”. This method first divides all the permutation strategies into the valid strategies and the invalid strategies according to their effect on the threshold. Then, calculate all the permutation statistics corresponding to the valid strategies. Next, use these permutation statistics to determine the threshold. Finally, compare the test statistic with the threshold and make a decision. Compared with the conventional direct calculation method which needs to calculate all the permutation statistics, the proposed method only needs to calculate the permutation statistics corresponding to the valid strategies, thus has a lower calculation cost. We analyze the calculation load of the valid strategy method and the direct calculation method in theory, and then study the effect of different parameters on the calculation efficiency of the valid strategy method in detail. The results show that the valid strategy method can implement the permutation test with very low calculation load for typical parameters of radar detection application, which has obvious application value in engineering.

     

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