How might one test the hypothesis that graphs were sampled from the same distribution? Here, we compare two statistical tests that address this question. The first uses the observed subgraph densities themselves as estimates of those of the underlying distribution. The second test uses a new approach that converts these subgraph densities into estimates of the graph cumulants of the distribution. We demonstrate -- via theory, simulation, and application to real data -- the superior statistical power of using graph cumulants.
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