Data Structures and Algorithms


Algorithm for Evaluating Bivariate Kolmogorov Statistics in O(N Log N) Time.

Authors: Krystian Zawistowski

We propose an O(n log n) algorithm for evaluation of bivariate Kolmogorov- Smirnov statistics (n is number of samples). It offers few orders of magnitude of speedup over existing implementations for n > 100k samples of input. The algorithm is based on static Binary Search Trees and sweep algorithm. We share C++ implementation with Python bindings.

Comments: 6 Pages. fixed some typos

Download: PDF

Submission history

[v1] 2019-01-03 17:32:21
[v2] 2019-01-04 08:13:14
[v3] 2019-01-23 15:02:23

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