We propose a new approach to two-sample testing for deciding whether two sets of samples are drawn from the same distribution. The test is built on a statistical discrepancy based on the zero-flow criterion, termed zero-flow discrepancy (ZFD). We prove the validity of ZFD and propose a practical testing procedure, termed the zero-flow two-sample test (ZF2ST). The key idea is to learn how samples from the two distributions are locally misaligned and use the resulting directional pattern as evidence of distributional difference. By separating witness learning from hypothesis evaluation, ZF2ST can use flexible neural networks while maintaining valid statistical calibration. We develop both regression-based and power-maximized approaches for learning the witness. Experiments on synthetic and image datasets demonstrate that ZF2ST can achieve strong testing power for structured distributional changes while maintaining well-calibrated type-I error.
Detecting distributional differences between two independent samples is a fundamental problem in statistics and machine learning. Nonparametric two-sample testing provides a principled framework for determining whether two samples are drawn from the same underlying distribution, without assuming any specific parametric form for the distribution. In this study, we propose a new two-sample test statistic based on a newly introduced integral probability metric (IPM), using a specially designed parametric discriminator class with a single node of a neural network. We show that the resulting test statistic, called PReLU-IPM, is nonparametric and establish theoretical guarantees for the associated two-sample testing procedure, PReLU-TST, including its consistency and asymptotical equivalence to nonparametric IPM-based tests under regularity conditions. By analyzing multiple simulated and real benchmark datasets, we demonstrate that PReLU-TST achieves higher power across a range of alternatives or performs comparably to its competitors, for finite samples.
Two-sample testing is a fundamental tool for detecting distributional differences across scientific domains, but classical tests (including kernel-based tests) can be ineffective on high-dimensional structured data such as images. Recent deep two-sample tests improve sensitivity in these settings by learning informative representations, yet they provide limited insight into which data features drive rejection of the null hypothesis H0. To address this issue, we propose a counterfactual explanation framework for deep two-sample testing that generates sample-level edits moving observations from a source group toward a target group while explicitly reducing the discrepancy measured by the test. Our method combines a diffusion autoencoder with a pretrained deep two-sample test model and optimizes a maximum mean discrepancy (MMD) objective in the test model's representation space to produce plausible counterfactuals. We quantify distribution-level effects through changes in the test statistic and the resulting two-sample p-values. We evaluate the method on synthetic 2D shape datasets and two MRI cohorts. Across both settings, the counterfactual transformations consistently increase p-values relative to the original samples, indicating that the edited source set becomes statistically closer to the target distribution under the test. We measure minimality using LPIPS to ensure the counterfactuals remain close to the original samples. The resulting edits provide interpretable evidence of the features associated with the detected group differences. On MRI, the localized changes are consistent with known anatomical differences between cohorts.
Data-adaptive two-sample testing assesses if two samples come from the same distribution, using a discrepancy learned from the data (e.g., via kernel-based feature representations). Such methods typically rely on data splitting to decouple learning from testing and control type I error. However, this paradigm is ill-suited to few-shot settings with severe sample-size imbalance: abundant reference samples are available, while only a handful of query samples arrive. In this paper, we show how this imbalance can be leveraged constructively. Using abundant reference data, we learn reference-dependent representations that summarize salient structure of the reference distribution and provide informative signals for detecting departures. We incorporate a collection of representation families that capture both global and local structure, and adaptively weight them using only reference samples via an uncertainty-guided principle. Theoretically, we establish permutation-based type I error control and show consistency of the aggregated test: as the sample sizes grow, the test power converges to one whenever the representation set contains at least one consistent representation. Empirically, our aggregation achieves strong performance across a range of benchmarks while retaining type I error control.