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20152024
most citedMinimax Robust Detection: Classic Results and Recent Advances

22 citations · 33 across the 12 of their papers we have counts for

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5 papers · 1 filter

math.ST2018

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,…

math.ST2018

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…

math.ST2018

On the Equivalence of f-Divergence Balls and Density Bands in Robust Detection

Michael Fauss, Abdelhak M. Zoubir, H. Vincent Poor

The paper deals with minimax optimal statistical tests for two composite hypotheses, where each hypothesis is defined by a non-parametric uncertainty set of feasible distributions.…

math.ST2017

A New Sparse and Robust Adaptive Lasso Estimator for the Independent Contamination Model

Jasin Machkour, Michael Muma, Bastian Alt +1

Many problems in signal processing require finding sparse solutions to under-determined, or ill-conditioned, linear systems of equations. When dealing with real-world data, the pre…

math.ST2015

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…