On Wasserstein Two-Sample Testing and Related Families of Nonparametric Tests

On Wasserstein Two-Sample Testing and Related Families of Nonparametric Tests

Nonparametric two-sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is old and rich, with a wide variety of statistics having bein...

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Bibliographic Details
Main Authors: Aaditya Ramdas, Nicolás García Trillos, Marco Cuturi
Format: Article
Language:English
Published: MDPI AG 2017-01-01
Series:Entropy
Subjects:
two-sample testing
wasserstein distance
entropic smoothing
energy distance
maximum mean discrepancy
QQ and PP plots
ROC and ODC curves
Online Access:http://www.mdpi.com/1099-4300/19/2/47

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