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Use distribution distance as a likelihood statistic (Anderson-Darling, Wasserstein, Energy)? #459

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Gabriel-p opened this issue Mar 5, 2020 · 0 comments
Open

Use distribution distance as a likelihood statistic (Anderson-Darling, Wasserstein, Energy)? #459

Gabriel-p opened this issue Mar 5, 2020 · 0 comments
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priority:medium question type:best-fit type:likelihood

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Gabriel-p commented Mar 5, 2020 •
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See about using the A-D test as a likelihood. Questions:

  1. Is this a valid likelihood?
  2. Does it also fit for the number of points?

Also scipy's distances wasserstein_distance, energy_distance can be used

Related:

How to find out if two datasets are close to each other?
@Gabriel-p Gabriel-p added this to the v0.3.1 milestone Mar 5, 2020
@Gabriel-p Gabriel-p self-assigned this Mar 5, 2020
@Gabriel-p Gabriel-p removed this from the v0.3.1 milestone Apr 22, 2020
@Gabriel-p Gabriel-p changed the title Use Anderson-Darling as a likelihood statistic Use distribution distance as a likelihood statistic (Anderson-Darling, Wasserstein, Energy)? Dec 1, 2021
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