Permutation Test Based on the Sinkhorn Divergence For the Two-Sample Problem
In this thesis, we propose different ways to adapt the Wasserstein distance and the Sinkhorn divergence to the multivariate non-parametric two-sample problem when sample sizes are in the thousands, using permutation tests based on the Sinkhorn divergence between relative frequency vectors supported...
- Autores:
-
Osorio Salcedo, Juan Sebastián
- Tipo de recurso:
- Doctoral thesis
- Fecha de publicación:
- 2023
- Institución:
- Universidad de los Andes
- Repositorio:
- Séneca: repositorio Uniandes
- Idioma:
- eng
- OAI Identifier:
- oai:repositorio.uniandes.edu.co:1992/74911
- Acceso en línea:
- https://hdl.handle.net/1992/74911
- Palabra clave:
- Wasserstein distance
Optimal transport
Sinkhorn divergence
Sinkhorn algorithm
Two-sample problem
Permutation test
Matemáticas
- Rights
- openAccess
- License
- Attribution-NonCommercial-ShareAlike 4.0 International