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On Identifying a Massive Number of Distributions (1801.04593v1)
Published 14 Jan 2018 in cs.IT and math.IT
Abstract: Finding the underlying probability distributions of a set of observed sequences under the constraint that each sequence is generated i.i.d by a distinct distribution is considered. The number of distributions, and hence the number of observed sequences, are let to grow with the observation blocklength $n$. Asymptotically matching upper and lower bounds on the probability of error are derived.