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Poster

E-Valuating Classifier Two-Sample Tests

Tim Bakker · Christian A. Naesseth · Patrick Forré · Teodora Pandeva

Hall 3 + Hall 2B #437
[ ] [ Project Page ]
Fri 25 Apr midnight PDT — 2:30 a.m. PDT

Abstract:

We introduce a powerful deep classifier two-sample test for high-dimensional data based on E-values, called 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 partitioning datasets into multiple batches, beyond the conventional two-split (training and testing) approach of standard two-sample classifier tests. This strategy increases the power of the test, while keeping the type I error well below the desired significance level.

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