English

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 L2L^2 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.

Keywords

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

R2 v1 2026-06-28T22:13:39.316Z