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A simple, vectorized implementation of the two-sample Kolmogorov-Smirnov test in PyTorch.

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kolmogorov_smirnov_torch

A simple, vectorized implementation of the two-sample Kolmogorov-Smirnov test in PyTorch.

Runs in $O(n_1+n_2)$ time, where $n_1$ and $n_2$ are the sizes of the two samples.

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