BriefGPT.xyz
May, 2018
使用Wasserstein不确定性集进行鲁棒性假设检验
Robust Hypothesis Testing Using Wasserstein Uncertainty Sets
HTML
PDF
Rui Gao, Liyan Xie, Yao Xie, Huan Xu
TL;DR
本研究提出了一种基于Wasserstein距离度量的数据驱动假设检验新框架,结构性质使得该模型的复杂度与数据维度和样本大小基本无关,有助于构建鲁棒的检测器。
Abstract
We develop a novel computationally efficient and general framework for robust
hypothesis testing
. The new framework features a new way to construct
uncertainty sets
under the null and the alternative distribution
→