33 citations
- Centre National de la Recherche ScientifiqueFR12 papers
- Institut polytechnique de GrenobleFR12 papers
- Université Grenoble AlpesFR12 papers
- Aix-Marseille UniversitéFR3 papers
- Laboratoire Jean KuntzmannFR3 papers
- Centrale MéditerranéeFR2 papers
- Centre Interdisciplinaire de Nanoscience de MarseilleFR2 papers
- Fundação Getulio VargasBR2 papers
- Georgia Institute of TechnologyUS2 papers
- Institut de Recherche sur les Phénomènes Hors ÉquilibreFR2 papers
- Laboratoire de Physique de l'ENS de LyonFR2 papers
- Laboratoire du FuturFR2 papers
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math.ST2017
Hypothesis Testing via Euclidean Separation
Vincent Guigues, Anatoli Juditsky, Arkadi Nemirovski
We discuss an "operational" approach to testing convex composite hypotheses when the underlying distributions are heavy-tailed. It relies upon Euclidean separation of convex sets a…
math.ST2016★ 2 cited
Change Detection via Affine and Quadratic Detectors
Yang Cao, Vincent Guigues, Anatoli Juditsky +2
The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, "Hypothesis testi…