提出一种新双样本检验方法,通过分析样本局部错位方向判断分布差异。
Zero-Flow Two-Sample Tests

- 基于零流准则构建统计差异度量,分离见证函数学习与假设检验
- 在合成与图像数据上实现强检验力且第一类错误校准良好
- 适合需要高精度分布比较的机器学习研究者使用
我们提出一种新的双样本检验方法,用于判断两组样本是否来自同一分布。该方法基于基于零流准则的统计差异度量,称为零流差异(ZFD)。我们证明了ZFD的有效性,并提出了实用的检验程序,称为零流双样本检验(ZF2ST)。核心思想是学习两个分布样本的局部错位方式,并利用所得方向模式作为分布差异的证据。通过将见证函数学习与假设检验分离,ZF2ST可在保持有效统计校准的前提下使用灵活的神经网络。我们开发了基于回归和功率最大化的两种见证学习方法。在合成数据和图像数据集上的实验表明,ZF2ST在检测结构化分布变化时具有强大的检验力,同时保持良好的第一类错误校准。
原文摘要 · Abstract (English)
We propose a new approach to two-sample testing for deciding whether two sets of samples are drawn from the same distribution. The test is built on a statistical discrepancy based on the zero-flow criterion, termed zero-flow discrepancy (ZFD). We prove the validity of ZFD and propose a practical testing procedure, termed the zero-flow two-sample test (ZF2ST). The key idea is to learn how samples from the two distributions are locally misaligned and use the resulting directional pattern as evidence of distributional difference. By separating witness learning from hypothesis evaluation, ZF2ST can use flexible neural networks while maintaining valid statistical calibration. We develop both regression-based and power-maximized approaches for learning the witness. Experiments on synthetic and image datasets demonstrate that ZF2ST can achieve strong testing power for structured distributional changes while maintaining well-calibrated type-I error.
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