Asymptotically Optimal One- and Two-Sample Testing with Kernels

27 Aug 2019Shengyu ZhuBiao ChenZhitang ChenPengfei Yang

We characterize the asymptotic performance of nonparametric one- and two-sample testing. The exponential decay rate or error exponent of the type-II error probability is used as the asymptotic performance metric, and an optimal test achieves the maximum rate subject to a constant level constraint on the type-I error probability... (read more)

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