Minimax Robust Detection: Classic Results and Recent Advances

Michael Faus, Abdelhak Zoubir, H. Vincent Poor

Research output: Contribution to journalArticlepeer-review

Abstract

This paper provides an overview of results and concepts in minimax robust hypothesis testing for two and multiple hypotheses. It starts with an introduction to the subject, highlighting its connection to other areas of robust statistics and giving a brief recount of the most prominent developments. Subsequently, the minimax principle is introduced and its strengths and limitations are discussed. The first part of the paper focuses on the two-hypothesis case. After briefly reviewing the basics of statistical hypothesis testing, uncertainty sets are introduced as a generic way of modeling distributional uncertainty. The design of minimax detectors is then shown to reduce to the problem of determining a pair of least favorable distributions, and different criteria for their characterization are discussed. Explicit expressions are given for least favorable distributions under three types of uncertainty: varepsilon-contamination, probability density bands, and f-divergence balls. Using examples, it is shown how the properties of these least favorable distributions translate to properties of the corresponding minimax detectors. The second part of the paper deals with the problem of robustly testing multiple hypotheses, starting with a discussion of why this is fundamentally different from the binary problem. Sequential detection is then introduced as a technique that enables the design of strictly minimax optimal tests in the multi-hypothesis case. Finally, the usefulness of robust detectors in practice is showcased using the example of ground penetrating radar. The paper concludes with an outlook on robust detection beyond the minimax principle and a brief summary of the presented material.

Original languageEnglish (US)
Article number9361758
Pages (from-to)2252-2283
Number of pages32
JournalIEEE Transactions on Signal Processing
Volume69
DOIs
StatePublished - 2021

All Science Journal Classification (ASJC) codes

  • Signal Processing
  • Electrical and Electronic Engineering

Keywords

  • Robust detection
  • ground penetrating radar
  • minimax optimization
  • robust hypothesis testing
  • robust statistics
  • sequential analysis

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