bibliography: http://andrius.velykis.lt/2012/06/master-bibtex-file-git-submodules/
https://gist.github.com/201827a159120cb808ced9d43bc30ac6.git
Check:
How do the distances reacts? -> https://www.datadoghq.com/blog/engineering/robust-statistical-distances-for-machine-learning/#cramrvon-mises-distance
http://www.stat.cmu.edu/~larry/=sml/Opt.pdf
https://stackoverflow.com/a/54138339
https://stats.stackexchange.com/a/299391
∫∞x=−∞|F(x)−G(x)|dx,
- Distance between CDF
- convergence analysis
- Measure of reliability of the distance (p-value?)
- Clustering
- Basic example
- Hydrogeological example
- Multi-dimensional CDF - how to do?
https://www.sciencedirect.com/science/article/pii/S1364815215000237#fd9
(Eq. (4.34) in Saltelli et al. (2008))
y = sin(x1) + a sin(x2)2 + b x34 sin(x1)
where all xi follow a uniform distribution over [-pi, pi], and a = 2 and b = 1.