Conference Agenda
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Daily Overview |
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Inference in Wasserstein Spaces and Optimal Transport Location: 0.004 Session Chair: Ansgar Steland | |
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On the cut-offs of Optimal Transport based statistical tests University of British Columbia, Canada Tests for equality of distributions based on Optimal Transport functionals are often referred to as being not distribution free: asymptotic laws for tests statistics depend on the underlying true distributions, and this dependence seems unavoidable. Here we show that these tests are ``almost" distribution free, in a sense that there exist cut-offs independent of the true distributions that result in tests with given level of significance. These cut-offs are easy to compute and may serve as a rule-of-thumb-type heuristics, making Optimal Transport based tests more accessible for practical applications. | |
