Entropy Regularized Optimal Transport Independence Criterion. (arXiv:2112.15265v1 [stat.ML])

Optimal transport (OT) and its entropy regularized offspring have recently
gained a lot of attention in both machine learning and AI domains. In
particular, optimal transport has been used to develop probability metrics
between probability distributions. We introduce in this paper an independence
criterion based on entropy regularized optimal transport. Our criterion can be
used to test for independence between two samples. We establish non-asymptotic
bounds for our test statistic, and study its statistical behavior under both
the null and …

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