Robust and distributed hypothesis testing

• Main Author: Gül, Gökhan (Author)
• Format: Electronic eBook
• Language: English
• Published: Cham, Switzerland : Springer, 2017.
• Series: Lecture notes in electrical engineering ; v. 414.
• Subjects: Statistical hypothesis testing.; elektronické knihy; electronic books
• ISBN: 9783319492865; 9783319492858
• Physical Description: 1 online resource (xxi, 141 pages) : illustrations (some color)

This book generalizes and extends the available theory in robust and decentralized hypothesis testing. In particular, it presents a robust test for modeling errors which is independent from the assumptions that a sufficiently large number of samples is available, and that the distance is the KL-dive...

Table of Contents:

• Foreword; Acknowledgments; Contents; About the Author; Acronyms; Symbols; 1 Introduction; 1.1 Motivation; 1.2 Related Work; 1.3 Contributions; 1.3.1 Publications; 1.4 Book Overview; References; 2 Background; 2.1 Introduction; 2.2 Robust Detection; 2.2.1 Minimax Hypothesis Testing; 2.2.2 Robust Hypothesis Testing; 2.3 Decentralized Detection; 2.4 Conclusions; References; 3 Robust Hypothesis Testing with a Single Distance; 3.1 Introduction; 3.2 Huber's Minimax Robust Hypothesis Test; 3.2.1 LFDs and the Existence of Saddle Value; 3.2.2 Distributions of the Log-Likelihood Ratios of LFDs.