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  • https://doi.org/10.1177/00375497251337721Copy DOI Icon

A Wasserstein distance-based double-bootstrap method for comparing spatial simulation output

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Abstract

This paper investigates the general problem of comparing multidimensional simulation output with a given data set (e.g., real-world historical data). This problem frequently arises in verification, validation, and calibration of simulation models with spatial output statistics as in weather/climate, epidemic, swarm/crowd, social systems, communication networks, and many other applications where the simulation output is distributed across various locations or geographical regions. In the case of univariate simulation output, two-sample statistical hypothesis tests such as the t -test are commonly used. For simulation models with multidimensional and spatial output statistics, the Hotelling’s two-sample test is widely used as the benchmark method in the simulation literature. However, the Hotelling’s test assumes that the two samples come from multivariate Gaussian distributions with equal covariance matrices, which may not be the case in many applications. To address this gap, this paper proposes a double-bootstrap method based on the Wasserstein distance for comparing two multidimensional samples. Unlike the Hotelling’s test and other parametric approaches, the proposed method does not require restrictive distributional assumptions, enabling a wider range of applications and contributing to verification, validation, and calibration of simulation models with multidimensional output. Computational experiments are performed to assess the test power, and the results indicate that the proposed method outperforms the Hotelling’s test and various other approaches. The proposed method’s applicability is illustrated through two examples related to random walk of swarm particles on a two-dimensional space and a realistic engineering application involving simulation of unmanned aerial vehicle (UAV) communication systems.

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