Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Robust Kullback-Leibler Divergence and Universal Hypothesis Testing for
  Continuous Distributions   Universal hypothesis testing refers to the problem of deciding whether
samples come from a nominal distribution or an unknown distribution that is
different from the nominal distribution. Hoeffding's test, whose test statistic
is equivalent to the empirical Kullback-Leibler divergence (KLD), is known to
be asymptotically optimal for distributions defined on finite alphabets. With
continuous observations, however, the discontinuity of the KLD in the
distribution functions results in significant complications for universal
hypothesis testing. This paper introduces a robust version of the classical
KLD, defined as the KLD from a distribution to the L'evy ball of a known
distribution. This robust KLD is shown to be continuous in the underlying
distribution function with respect to the weak convergence. The continuity
property enables the development of a universal hypothesis test for continuous
observations that is shown to be asymptotically optimal for continuous
distributions in the same sense as that of the Hoeffding's test for discrete
distributions.

0
The categories of this paper are: hep-ph
24
The categories of this paper are: dg-ga
37
The categories of this paper are: supr-con
20
The categories of this paper are: acc-phys
7
The categories of this paper are: hep-th
27
The categories of this paper are: comp-gas
4
The categories of this paper are: cond-mat
12
The categories of this paper are: nucl-th
35
The categories of this paper are: mtrl-th
33
The categories of this paper are: plasm-ph
10
The categories of this paper are: q-bio
29
The categories of this paper are: funct-an
13
The categories of this paper are: quant-ph
26
The categories of this paper are: bayes-an
11
The categories of this paper are: hep-lat
36
The categories of this paper are: cmp-lg