1 code implementation • 8 Sep 2015 • Aaditya Ramdas, Nicolas Garcia, Marco Cuturi
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.