Exponentially Consistent Kernel Two-Sample Tests

23 Feb 2018Shengyu ZhuBiao ChenZhitang Chen

Given two sets of independent samples from unknown distributions $P$ and $Q$, a two-sample test decides whether to reject the null hypothesis that $P=Q$. Recent attention has focused on kernel two-sample tests as the test statistics are easy to compute, converge fast, and have low bias with their finite sample estimates... (read more)

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