HPLB: High-Probability Lower Bounds for the Total Variance Distance
An implementation of high-probability lower bounds for the total variance distance
as introduced in Michel & Naef & Meinshausen (2020) <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.
Please use the canonical form
to link to this page.