Minimax-Optimal Hypothesis Testing With Estimation-Dependent Costs.

Guido H. Jajamovich Ali Tajer Xiaodong Wang

Published in: IEEE Trans. Signal Process. (2012)

Keyphrases

hypothesis testing
likelihood ratio
minimum probability of error
hypothesis test
worst case
expected cost
robust statistical
recursive algorithm
dynamic programming
statistical tests
null hypothesis
parameter estimation
test statistic
machine learning
hypothesis tests
graphical models
feature space