Related papers: Likelihood Ratio Tests by Kernel Gaussian Embeddin…
We propose a new one-sample test for normality in a Reproducing Kernel Hilbert Space (RKHS). Namely, we test the null-hypothesis of belonging to a given family of Gaussian distributions. Hence our procedure may be applied either to test…
In modern data analysis, nonparametric measures of discrepancies between random variables are particularly important. The subject is well-studied in the frequentist literature, while the development in the Bayesian setting is limited where…
We prove that kernel covariance embeddings lead to information-theoretically perfect separation of distinct continuous probability distributions. In statistical terms, we establish that testing for the \emph{equality} of two non-atomic…
Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of…
Nonparametric tests via kernel embedding of distributions have witnessed a great deal of practical successes in recent years. However, statistical properties of these tests are largely unknown beyond consistency against a fixed alternative.…
In this paper, we propose a test for the equality of multiple distributions based on kernel mean embeddings. Our framework provides a flexible way to handle multivariate or even high-dimensional data by virtue of kernel methods and allows…
We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…
We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…
Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…
Kernel-based testing has revolutionized the field of non-parametric tests through the embedding of distributions in an RKHS. This strategy has proven to be powerful and flexible, yet its applicability has been limited to the standard…
This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…
In this article a new family of tests is proposed for the comparison problem of the equality of distribution of two-sample under right censoring scheme. The tests are based on energy distance and kernels mean embedding, are calibrated by…
Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…
We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, distances between…
We study the comparison problem of distribution equality between two random samples under a right censoring scheme. To address this problem, we design a series of tests based on energy distance and kernel mean embeddings. We calibrate our…
We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the…
This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…
In this paper, the Gaussian quasi likelihood ratio test (GQLRT) for non-Bayesian binary hypothesis testing is generalized by applying a transform to the probability distribution of the data. The proposed generalization, called…
Kernel two-sample tests have been widely used for multivariate data to test equality of distributions. However, existing tests based on mapping distributions into a reproducing kernel Hilbert space mainly target specific alternatives and do…
We consider the problem of two-sample testing in a semi-supervised setting with abundant unlabeled covariate data. Standard two-sample tests neglect covariate information, which has the potential to significantly boost performance. However,…