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 typos in abstract.
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