Graph-based multisample comparison with application to feature selection for multi-category responses
基于图的多样本比较及多类别响应的特征选择
This article proposes a graph-based maximum pairwise difference (MPD) test to compare K-sample distributions. This test can be utilized to identify the most informative variables contributing to the heterogeneity of multiple multivariate distributions. To construct the test, we first pool observations from multiple samples to create a similarity graph based on the distances between any two observations. For each observation, we next evaluate its connection probability to…