22 citations · 25 across the 3 of their papers we have counts for
4 papers · 1 filter
Fading Boundaries: On a Nonparametric Variant of the Kiefer--Weiss Problem
Michael Fauß, H. Vincent Poor
A nonparametric variant of the Kiefer--Weiss problem is proposed and investigated. In analogy to the classical Kiefer--Weiss problem, the objective is to minimize the maximum expec…
Minimax Optimal Sequential Hypothesis Tests for Markov Processes
Michael Fauss, Abdelhak M. Zoubir, H. Vincent Poor
Under mild Markov assumptions, sufficient conditions for strict minimax optimality of sequential tests for multiple hypotheses under distributional uncertainty are derived. First,…
Tight MMSE Bounds for the AGN Channel Under KL Divergence Constraints on the Input Distribution
Michael Fauss, Alex Dytso, Abdelhak M. Zoubir +1
Tight bounds on the minimum mean square error for the additive Gaussian noise channel are derived, when the input distribution is constrained to be epsilon-close to a Gaussian refe…
A Linear Programming Approach to Sequential Hypothesis Testing
Michael Fauss, Abdelhak M. Zoubir
Under some mild Markov assumptions it is shown that the problem of designing optimal sequential tests for two simple hypotheses can be formulated as a linear program. The result is…