Hypothesis Test and Confidence Analysis With Wasserstein Distance on General Dimension
Hypothesis Test and Confidence Analysis With Wasserstein Distance on General Dimension
We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its excellent properties. However, hypothesis tests and a confidence analysis for it have not been established in a …