Nguyen, V. A., Si, N., & Blanchet, J. (2020). Robust Bayesian Classification Using an Optimistic Score Ratio. ArXiv. /abs/2007.04458

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Abstract

This value τ (x) can be found by evaluating the minimum likelihood values fmin 0 (x) and fmin 0 (x). Unfortunately, it remains intractable to find the exact values of fmin 0 (x) and fmin 1 (x). To demonstrate this fact, we consider the Gaussian parametric setting as in Section 4, and evaluating the minimum likelihood in this case is equivalent to solving min−(µ− x) Σ− 1 (µ− x)− log det Σ st µ∈ Rd, Σ∈ Sd

Authors
Viet Anh Nguyen, Nian Si, Jose Blanchet