HPLB: High-Probability Lower Bounds for the Total Variance Distance (original) (raw)

An implementation of high-probability lower bounds for the total variance distance as introduced in Michel & Naef & Meinshausen (2020) <doi:10.48550/arXiv.2005.06006>. An estimated lower-bound (with high-probability) on the total variation distance between two probability distributions from which samples are observed can be obtained with the function HPLB.

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