Nonparametric High-dimensional K-sample Comparison

10/03/2018

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by   Subhadeep, et al.

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12

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High-dimensional k-sample comparison is a common applied problem. We construct a class of easy-to-implement nonparametric distribution-free tests based on new tools and unexplored connections with spectral graph theory. The test is shown to possess various desirable properties along with a characteristic exploratory flavor that has practical consequences. The numerical examples show that our method works surprisingly well under a broad range of realistic situations.