E-Valuating Classifier Two-Sample Tests

arXiv:2210.13027v2 Announce Type: replace-cross
Abstract: We introduce a powerful deep classifier two-sample test for high-dimensional data based on E-values, called E-value Classifier Two-Sample Test (E-C2ST). Our test combines ideas from existing work on split likelihood ratio tests and predictive independence tests. The resulting E-values are suitable for anytime-valid sequential two-sample tests. This feature allows for more effective use of data in constructing test statistics. Through simulations and real data applications, we empirically demonstrate that E-C2ST achieves enhanced statistical power by …

abstract arxiv classifier cs.lg data feature ideas likelihood predictive sample split stat.me stat.ml test tests type value values work