Robust hypothesis testing and distribution estimation in Hellinger distance
We propose a simple robust hypothesis test that has the same sample complexity as that of the optimal Neyman-Pearson test up to constants, but robust to distribution perturbations under Hellinger distance. We discuss the applicability of such a robust test for estimating distributions in Hellinger distance. We empirically demonstrate the power of the test on canonical distributions.
Nov-3-2020
- Country:
- North America > United States
- New York (0.04)
- California > Alameda County
- Berkeley (0.04)
- North America > United States
- Genre:
- Research Report (0.40)
- Technology: