Dec 10, 2023
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Recent years have witnessed increasing attentions on two-sample test with diverse real applications, while this work takes one more step on the exploration of local significant differences for two-sample test. We propose the ME_MaBiD, an effective test for two-sample testing, and the basic idea is to exploit local information by multiple Mahalanobis kernels and introduce bi-directional hypothesis for testing. On the exploration of local significant differences, we first partition the embedding space into several rectangle regions via a new splitting criterion, which is relevant to test power and data correlation. We then identify local significant differences based on our bi-directional masked p-value together with the ME_MaBiD test. We present theoretical guarantees for our ME_MaBiD test, as well as lower bounds on test power, and theoretically control the familywise error rate on the exploration of local significant differences. We finally conduct extensive experiments to validate the effectiveness of our proposed methods on two-sample test and the exploration of local significant differences.Recent years have witnessed increasing attentions on two-sample test with diverse real applications, while this work takes one more step on the exploration of local significant differences for two-sample test. We propose the ME_MaBiD, an effective test for two-sample testing, and the basic idea is to exploit local information by multiple Mahalanobis kernels and introduce bi-directional hypothesis for testing. On the exploration of local significant differences, we first partition the embedding s…
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