A Unified View of Optimal Kernel Hypothesis Testing
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 $L^2$ 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 accross the three frameworks, and open problems are highlighted.
Mar-10-2025
- Country:
- Asia
- Japan > Honshū
- Kantō > Kanagawa Prefecture (0.04)
- Middle East > Jordan (0.04)
- Japan > Honshū
- North America > United States
- Colorado > Boulder County > Boulder (0.04)
- Asia
- Genre:
- Research Report (1.00)
- Industry:
- Information Technology > Security & Privacy (0.45)
- Technology: