Non-asymptotic two-sample kernel testing with the spectrally truncated normalized MMD
基于谱截断归一化MMD的非渐近两样本核检验
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 problem and focus on a normalized version of the Maximum Mean Discrepancy (MMD) as a test statistic, which scales the discrepancy by the within-group covariance operator to account for data variability. This normalization has been shown to…