Thinning to Improve Two‐Sample Discrepancy

ABSTRACT The discrepancy between two independent samples and drawn from the same distribution on typically has order even in one dimension. We give a simple online algorithm that reduces the discrepancy to by discarding a small fraction of the points.

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Publication Details

Journal
Random Structures and Algorithms
Published
2026-02-03
DOI
https://doi.org/10.1002/rsa.70049
Primary Topic
Mathematical Approximation and Integration
Type
article
Field-Weighted Citation Impact
0.00

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article

Thinning to Improve Two‐Sample Discrepancy

Roman Vershynin, Gleb Smirnov
Random Structures and Algorithms
Mathematical Approximation and Integration
article

Thinning to Improve Two‐Sample Discrepancy

Roman Vershynin, Gleb Smirnov
article en

Abstract

ABSTRACT The discrepancy between two independent samples and drawn from the same distribution on typically has order even in one dimension. We give a simple online algorithm that reduces the discrepancy to by discarding a small fraction of the points.

Random Structures and AlgorithmsVol. 68(2)
Australian National University (AU), University of California, Irvine (US), Australian Mathematical Sciences Institute (AU), Irvine University (US)
National Science Foundation
Reduced inequalities
Openalex Percentile: Top 66%
Mathematical Approximation and Integration
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