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On Wasserstein Two Sample Testing and Related Families of Nonparametric Tests

6 Pith papers cite this work, alongside 30 external citations. Polarity classification is still indexing.

6 Pith papers citing it
30 external citations · Pith
abstract

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 being intelligently designed and analyzed, both for the unidimensional and the multivariate setting. Our contribution is to tie together many of these tests, drawing connections between seemingly very different statistics. In this work, our central object is the Wasserstein distance, as we form a chain of connections from univariate methods like the Kolmogorov-Smirnov test, PP/QQ plots and ROC/ODC curves, to multivariate tests involving energy statistics and kernel based maximum mean discrepancy. Some connections proceed through the construction of a \textit{smoothed} Wasserstein distance, and others through the pursuit of a "distribution-free" Wasserstein test. Some observations in this chain are implicit in the literature, while others seem to have not been noticed thus far. Given nonparametric two sample testing's classical and continued importance, we aim to provide useful connections for theorists and practitioners familiar with one subset of methods but not others.

years

2026 5 2021 1

representative citing papers

Force convergence in Monte Carlo Lyman-alpha radiative transfer

astro-ph.GA · 2026-07-09 · accept · novelty 6.0

A moment-based hierarchy (zeroth, first, second order) diagnoses convergence of Lyman-alpha MCRT momentum-transfer estimators, showing that core-skipping biases internal forces and that statistical precision, cost, and physical accuracy must be evaluated separately.

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