Universal Hypothesis Testing with Kernels: Asymptotically Optimal Tests for Goodness of Fit

21 Feb 2018Shengyu ZhuBiao ChenPengfei YangZhitang Chen

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

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