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...

Full description

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