English
Related papers

Related papers: A fast and effective kernel two-sample test for la…

200 papers

Motivated by the increasing use of kernel-based metrics for high-dimensional and large-scale data, we study the asymptotic behavior of kernel two-sample tests when the dimension and sample sizes both diverge to infinity. We focus on the…

Statistics Theory · Mathematics 2024-10-31 Jian Yan , Xianyang Zhang

Maximum Mean Discrepancy (MMD) has been widely used in the areas of machine learning and statistics to quantify the distance between two distributions in the $p$-dimensional Euclidean space. The asymptotic property of the sample MMD has…

Statistics Theory · Mathematics 2023-08-29 Hanjia Gao , Xiaofeng Shao

The Maximum Mean Discrepancy (MMD) has been the state-of-the-art nonparametric test for tackling the two-sample problem. Its statistic is given by the difference in expectations of the witness function, a real-valued function defined as a…

Machine Learning · Computer Science 2022-02-14 Jonas M. Kübler , Wittawat Jitkrittum , Bernhard Schölkopf , Krikamol Muandet

A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice…

Machine Learning · Computer Science 2014-02-11 Wojciech Zaremba , Arthur Gretton , Matthew Blaschko

Testing differences in mean vectors is a fundamental task in the analysis of high-dimensional compositional data. Existing methods may suffer from low power if the underlying signal pattern is in a situation that does not favor the deployed…

Methodology · Statistics 2025-03-11 Danning Li , Lingzhou Xue , Haoyi Yang , Xiufan Yu

Kernel methods provide a flexible and powerful framework for nonparametric statistical testing by embedding probability distributions into a reproducing kernel Hilbert space (RKHS). In this work, we study the kernel two-sample testing…

Statistics Theory · Mathematics 2026-04-09 Perrine Lacroix , Bertrand Michel , Franck Picard , Vincent Rivoirard

Machine learning and deep learning have been used extensively to classify physical surfaces through images and time-series contact data. However, these methods rely on human expertise and entail the time-consuming processes of data and…

Machine Learning · Computer Science 2023-08-10 Behnam Khojasteh , Friedrich Solowjow , Sebastian Trimpe , Katherine J. Kuchenbecker

Evaluating whether data streams are drawn from the same distribution is at the heart of various machine learning problems. This is particularly relevant for data generated by dynamical systems since such systems are essential for many…

This paper is about two related decision theoretic problems, nonparametric two-sample testing and independence testing. There is a belief that two recently proposed solutions, based on kernels and distances between pairs of points, behave…

Machine Learning · Statistics 2014-11-25 Sashank J. Reddi , Aaditya Ramdas , Barnabás Póczos , Aarti Singh , Larry Wasserman

To adapt kernel two-sample and independence testing to complex structured data, aggregation of multiple kernels is frequently employed to boost testing power compared to single-kernel tests. However, we observe a phenomenon that directly…

Machine Learning · Computer Science 2025-10-14 Zhijian Zhou , Xunye Tian , Liuhua Peng , Chao Lei , Antonin Schrab , Danica J. Sutherland , Feng Liu

Non-parametric two-sample tests based on energy distance or maximum mean discrepancy are widely used statistical tests for comparing multivariate data from two populations. While these tests enjoy desirable statistical properties, their…

Computation · Statistics 2024-06-11 Elias Chaibub Neto

We consider testing for two-sample means of high dimensional populations by thresholding. Two tests are investigated, which are designed for better power performance when the two population mean vectors differ only in sparsely populated…

Methodology · Statistics 2014-10-13 Song Xi Chen , Jun Li , Ping-Shou Zhong

We propose two novel nonparametric two-sample kernel tests based on the Maximum Mean Discrepancy (MMD). First, for a fixed kernel, we construct an MMD test using either permutations or a wild bootstrap, two popular numerical procedures to…

Machine Learning · Statistics 2023-08-22 Antonin Schrab , Ilmun Kim , Mélisande Albert , Béatrice Laurent , Benjamin Guedj , Arthur Gretton

The maximum mean discrepancy (MMD) is a recently proposed test statistic for two-sample test. Its quadratic time complexity, however, greatly hampers its availability to large-scale applications. To accelerate the MMD calculation, in this…

Artificial Intelligence · Computer Science 2015-06-19 Ji Zhao , Deyu Meng

Nonparametric two sample testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. We refer to the most common…

Statistics Theory · Mathematics 2015-08-05 Aaditya Ramdas , Sashank J. Reddi , Barnabas Poczos , Aarti Singh , Larry Wasserman

The Maximum Mean Discrepancy (MMD) is a widely used multivariate distance metric for two-sample testing. The standard MMD test statistic has an intractable null distribution typically requiring costly resampling or permutation approaches…

Methodology · Statistics 2026-02-24 Anirban Chatterjee , Aaditya Ramdas

Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions. Applying these methods in practice can require…

Machine Learning · Statistics 2025-12-17 Aaron Wei , Milad Jalali , Danica J. Sutherland

The two-sample hypothesis testing problem is studied for the challenging scenario of high dimensional data sets with small sample sizes. We show that the two-sample hypothesis testing problem can be posed as a one-class set classification…

Machine Learning · Statistics 2017-11-15 Hamed Masnadi-Shirazi

We present the results of a large number of simulation studies regarding the power of various non-parametric two-sample tests for multivariate data. This includes both continuous and discrete data. In general no single method can be relied…

Methodology · Statistics 2025-07-23 Wolfgang Rolke

We use a suitable version of the so-called "kernel trick" to devise two-sample (homogeneity) tests, especially focussed on high-dimensional and functional data. Our proposal entails a simplification related to the important practical…

Statistics Theory · Mathematics 2024-04-24 Javier Cárcamo , Antonio Cuevas , Luis-Alberto Rodríguez