论文标题

$ k $ - 变化:差异概念

$k$-Variance: A Clustered Notion of Variance

论文作者

Solomon, Justin, Greenewald, Kristjan, Nagaraja, Haikady N.

论文摘要

我们介绍了$ k $ - 变化,这是在随机双方匹配机械上构建的差异的概括。 $ k $ - 变化量衡量的是,将两组$ k $样本从分布相匹配的预期成本,从而捕获有关$ k $增加的本地而不是全球信息;使用采样和线性编程很容易随机近似。除了定义$ k $变化并证明其基本属性外,我们还提供了几种关键情况下对此数量的深入分析,包括一维措施,群集措施以及集中于$ \ Mathbb r^n $的低维基集。我们以这种总结分布形状的新方法激励的实验和开放问题得出结论。

We introduce $k$-variance, a generalization of variance built on the machinery of random bipartite matchings. $K$-variance measures the expected cost of matching two sets of $k$ samples from a distribution to each other, capturing local rather than global information about a measure as $k$ increases; it is easily approximated stochastically using sampling and linear programming. In addition to defining $k$-variance and proving its basic properties, we provide in-depth analysis of this quantity in several key cases, including one-dimensional measures, clustered measures, and measures concentrated on low-dimensional subsets of $\mathbb R^n$. We conclude with experiments and open problems motivated by this new way to summarize distributional shape.

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