Robust Kullback-Leibler Divergence and Universal Hypothesis Testing for Continuous Distributions
نویسندگان
چکیده
منابع مشابه
Robust Kullback-Leibler Divergence and Universal Hypothesis Testing for Continuous Distributions
Universal hypothesis testing refers to the problem of deciding whether samples come from a nominal distribution or an unknown distribution that is different from the nominal distribution. Hoeffding’s test, whose test statistic is equivalent to the empirical Kullback-Leibler divergence (KLD), is known to be asymptotically optimal for distributions defined on finite alphabets. With continuous obs...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2019
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2018.2879057