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Nina B. Zumel

The Sphering Transform for Detecting Distribution Drift

I have a new blog post up on the Win Vector blog: Detecting Data Differences Using the Sphering Transform.

Distributions of sphered norms for two data sets with different distributions

In this post, I discuss how to convert the problem of detecting changes in multivariate distributions to the simpler problem of detecting changes in univariate distributions. Please check it out.