A Sequential Non-Parametric Multivariate Two-Sample Test

• Published in: IEEE transactions on information theory Vol. 64; no. 5; pp. 3361 - 3370
• Main Authors: Lheritier, Alix, Cazals, Frederic
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.05.2018; The Institute of Electrical and Electronics Engineers, Inc. (IEEE); Institute of Electrical and Electronics Engineers
• Subjects: Bayes factor; Bayesian analysis; Bayesian mixtures; Computation; Computational Geometry; Computer Science; Datasets; Hypothesis testing; Information theory; Multiplexing; non-parametric two-sample test; Nonparametric statistics; Probabilistic logic; Random variables; regression; sequential prediction; Sociology; State of the art; Statistical analysis; Statistical methods; Statistics; switch distributions; Switches; Testing; universal distributions

Given samples from two distributions, a non-parametric two-sample test aims at determining whether the two distributions are equal or not, based on a test statistic. Classically, this statistic is computed on the whole data set, or is computed on a subset of the data set by a function trained on its...