A Kernel Method for the Two-Sample-Problem

Gretton, Arthur; Borgwardt, Karsten; J. Rasch, Malte; Schölkopf, Bernhard; J. Smola, Alexander

doi:10.7551/mitpress/7503.003.0069

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A Kernel Method for the Two-Sample-Problem

Shared by NobleBlocks on Sep 7, 2007 • 12:00 AM UTC

Authors:

Arthur Gretton

Karsten Borgwardt

Malte J. Rasch

Abstract

We propose two statistical tests to determine if two samples are from different distributions.Our test statistic is in both cases the distance between the means of the two samples mapped into a reproducing kernel Hilbert space (RKHS).The first test is based on a large deviation bound for the test st...

Subject

Computer science

Kernel (algebra)

Sample (material)

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