A Kernel Method for the Two-Sample-Problem
Gretton, Arthur, Borgwardt, Karsten M., Rasch, Malte, Schölkopf, Bernhard, Smola, Alex J.
–Neural Information Processing Systems
W e 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 statistic, while the second is based on the asymptotic distribution of this statistic.
Neural Information Processing Systems
Dec-31-2007