Robust hypothesis testing with the Itakura-Saito divergence.

Feng Zhou Enbin Song Yunmin Zhu

Published in: FUSION (2017)

Keyphrases

hypothesis testing
relative entropy
robust statistical
likelihood ratio
statistical tests
bregman divergences
information theoretic
confidence intervals
null hypothesis
covariance matrix
likelihood ratio test
machine learning
computationally efficient
error rate
robust estimation
test statistic