40 citations · 89 across the 19 of their papers we have counts for
21 papers
The Nonparametric Kiefer-Weiss Problem
Michael Fauss, H. Vincent Poor, Abdelhak M. Zoubir
A nonparametric variant of the Kiefer-Weiss problem is proposed and solved. The objective is to minimize a weighted sum of the error probabilities of a binary sequential test subje…
Minimax Optimal Procedures for Joint Detection and Estimation
Dominik Reinhard, Michael Fauß, Abdelhak M. Zoubir
We investigate the problem of jointly testing a pair of composite hypotheses and, depending on the test result, estimating a random parameter under distributional uncertainties. Sp…
Minimax Robust Landmine Detection Using Forward-Looking Ground-Penetrating Radar
Afief Dias Pambudi, Michael Fauß, Fauzia Ahmad +1
We propose a robust likelihood-ratio test (LRT) to detect landmines and unexploded ordnance using a forward-looking ground-penetrating radar. Instead of modeling the distributions…
CVaR-based Safety Analysis in the Infinite Time Horizon Setting
Chuanning Wei, Michael Fauss, Margaret P. Chapman
We develop a risk-averse safety analysis method for stochastic systems on discrete infinite time horizons. Our method quantifies the notion of risk for a control system in terms of…
On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis
Margaret P. Chapman, Michael Fauss, Kevin M. Smith
The popularity of Conditional Value-at-Risk (CVaR), a risk functional from finance, has been growing in the control systems community due to its intuitive interpretation and axioma…
Minimax Robust Detection: Classic Results and Recent Advances
Michael Fauß, Abdelhak M. Zoubir, H. Vincent Poor
This paper provides an overview of results and concepts in minimax robust hypothesis testing for two and multiple hypotheses. It starts with an introduction to the subject, highlig…