A Test for Equality of Distributions in High Dimensions

TL;DR

This paper introduces a new statistical test designed to determine if two high-dimensional datasets originate from the same distribution, applicable even in very high-dimensional spaces.

Contribution

The paper proposes a novel test for equality of distributions that functions effectively in arbitrarily high-dimensional settings, addressing a key challenge in modern data analysis.

Findings

Effective in high-dimensional spaces

Applicable to Monte Carlo generated data

Performs well across various datasets

Abstract

We present a method which tests whether or not two datasets (one of which could be Monte Carlo generated) might come from the same distribution. Our method works in arbitrarily high dimensions.