Adversarially robust sequential hypothesis testing

DOI10.1080/07474946.2022.2043050zbMATH Open1493.62480OpenAlexW4280587659MaRDI QIDQ5085247FDOQ5085247

Authors: Shuchen Cao, Ruizhi Zhang, Shaofeng Zou 

Publication date: 27 June 2022

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2022.2043050

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zbMATH Keywords

Nash equilibriumSPRTnon-zero-sum game

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Noncooperative games (91A10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Robust Statistics
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• Distributed Detection in the Presence of Byzantine Attacks
• On the Adversarial Robustness of Hypothesis Testing
• Byzantine Fault Tolerant Distributed Quickest Change Detection
• Minimax robust decentralized detection
• Robust Hypothesis Testing With a Relative Entropy Tolerance
• Robust hypothesis testing via \(L_q\)-likelihood
• Minimax Robust Hypothesis Testing
• Resilient Detection in the Presence of Integrity Attacks
• Misspecified and Asymptotically Minimax Robust Quickest Change Detection
• Efficient Byzantine Sequential Change Detection

Cited In (2)

• Optimal stopping rules for sequential hypothesis testing
• Theoretical foundations of adversarial binary detection

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