A Unified View of Optimal Kernel Hypothesis Testing
Machine Learning
2025-12-30 v2 Machine Learning
Methodology
Abstract
This paper provides a unifying view of optimal kernel hypothesis testing across the MMD two-sample, HSIC independence, and KSD goodness-of-fit frameworks. Minimax optimal separation rates in the kernel and metrics are presented, with two adaptive kernel selection methods (kernel pooling and aggregation), and under various testing constraints: computational efficiency, differential privacy, and robustness to data corruption. Intuition behind the derivation of the power results is provided in a unified way across the three frameworks, and open problems are highlighted.
Cite
@article{arxiv.2503.07084,
title = {A Unified View of Optimal Kernel Hypothesis Testing},
author = {Antonin Schrab},
journal= {arXiv preprint arXiv:2503.07084},
year = {2025}
}
Comments
46 pages, 1 figure, fix header