Tata Institute of Fundamental Research
Robust Hypothesis Testing with a Relative Entropy Tolerance
STCS Student Seminar
Speaker:
Malhar Ajit Managoli (TIFR)
Organiser:
Shanthanu Suresh Rai
Date:
Friday, 20 Sep 2024, 16:00 to 17:00
Venue:
A-201 (STCS Seminar Room)
(Scan to add to calendar)
Abstract:
The classical hypothesis testing problem involves, given n samples, to decide whether they were sampled from a distribution p or distribution q. Here we consider the case when the actual distributions p and q are unknown; it is only known p is close to p_0 and q to q_0 (in KL divergence sense). We will find the optimal test, optimal probability of error and the worst case distribution, for certain types of p_0,q_0.
Based on a paper with the same title by Bernard Levy.
| Speaker: | Malhar Ajit Managoli (TIFR) |
| Organiser: | Shanthanu Suresh Rai |
| Date: | Friday, 20 Sep 2024, 16:00 to 17:00 |
| Venue: | A-201 (STCS Seminar Room) |
(Scan to add to calendar)
Abstract:
The classical hypothesis testing problem involves, given n samples, to decide whether they were sampled from a distribution p or distribution q. Here we consider the case when the actual distributions p and q are unknown; it is only known p is close to p_0 and q to q_0 (in KL divergence sense). We will find the optimal test, optimal probability of error and the worst case distribution, for certain types of p_0,q_0.
Based on a paper with the same title by Bernard Levy.