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Showing 1 to 3 of 3 for “"universal hypothesis testing"”.
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Mismatched divergence and universal hypothesis testing
Item reinstated by Sarah Shreeves (sshreeve@illinois.edu) on 2012-01-07T11:00:14Z Item was in collections: Dissertations and Theses - Electrical and Computer Engineering (ID: 446) University of Illinois Dissertations and Theses (ID: 204) No. of bitstreams: 3 Huang_Dayu.pdf.txt: 77576 bytes, …
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ROBUST KULLBACK-LEIBLER DIVERGENCE AND ITS APPLICATIONS IN UNIVERSAL HYPOTHESIS TESTING AND DEVIATION DETECTION
… communication theory and statistical hypothesis testing. The KL divergence for discrete distributions has the desired continuity property which leads to some fundamental results in universal hypothesis testing. With continuous observations, however, the KL divergence is only lower …
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Decision-making under statistical uncertainty
… in each of these cases. For the problem of universal hypothesis testing, we study tests that improve upon the known optimal solution in two different aspects. Firstly, we study the generalized likelihood ratio test (GLRT) that exploits partial knowledge about the alternate distribution to …