Profile directory About Mobile apps
Log in Sign up
arXiv Statistics @arxiv_stats@qoto.org
Follow

Using the Sinkhorn divergence in permutation tests for the multivariate two-sample problem. (arXiv:2209.14455v1 [math.ST]) http://arxiv.org/abs/2209.14455

Using the Sinkhorn divergence in permutation tests for the multivariate two-sample problem

In order to adapt the Wasserstein distance to the large sample multivariate non-parametric two-sample problem, making its application computationally feasible, permutation tests based on the Sinkhorn divergence between probability vectors associated to data dependent partitions are considered. Different ways of implementing these tests are evaluated and the asymptotic distribution of the underlying statistic is established in some cases. The statistics proposed are compared, in simulated examples, with the test of Schilling's, one of the best non-parametric tests available in the literature.

arxiv.org
September 30, 2022 at 3:20 AM · · feed2toot · 0 · 0 · 0
Sign in to participate in the conversation
Qoto Mastodon

QOTO: Question Others to Teach Ourselves
An inclusive, Academic Freedom, instance
All cultures welcome.
Hate speech and harassment strictly forbidden.

Trending now

#photography0 people talking
0

Resources

  • Terms of service
  • Privacy policy

Developers

  • Documentation
  • API

What is Mastodon?

qoto.org

  • About
  • v3.5.19-qoto

More…

  • Source code
  • Mobile apps
v3.5.19-qoto · Privacy policy