Principal differences analysis: Interpretable characterization of differences between distributions

We introduce principal differences analysis (PDA) for analyzing differences between high-dimensional distributions. The method operates by finding the projection that maximizes the Wasserstein divergence between the resulting univariate populations. Relying on the Cramer-Wold device, it requires no...

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Bibliographic Details
Main Authors: Mueller, Jonas Weylin, Jaakkola, Tommi S
Other Authors: Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
Format: Article
Language:en_US
Published: Neural Information Processing Systems Foundation, Inc. 2018
Online Access:http://hdl.handle.net/1721.1/115931
https://orcid.org/0000-0002-7164-903X
https://orcid.org/0000-0002-2199-0379