A new maximum mean discrepancy based two-sample test for equal distributions in separable metric spaces

DOI10.1007/S11222-024-10483-9MaRDI QIDQ6606979zbMATHFDO

Authors Bu Zhou, Zhi Peng Ong, Jin-Ting Zhang

Publication date 17 September 2024

Published in Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

functional datahigh-dimensional datareproducing kernel Hilbert spacetwo-sample test\(\chi^2\)-approximationcharacteristic reproducing kernel

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Functional data analysis (62R10)

Recommendations

• Two-sample statistics based on anisotropic kernels
• EuMMD: efficiently computing the MMD two-sample test statistic for univariate data
• A hyperbolic divergence based nonparametric test for two‐sample multivariate distributions

Cites work

• A Hilbert Space Embedding for Distributions
• A distribution-free two-sample run test applicable to high-dimensional data
• A kernel two-sample test
• A note on the unbiased estimator of \(\mathbf{\Sigma}^2\)
• A simple two-sample test in high dimensions based on \(L^2\)-norm
• A two-sample distribution-free test for functional data with application to a diffusion tensor imaging study of multiple sclerosis
• Applied functional data analysis. Methods and case studies
• Approximate and Asymptotic Distributions of Chi-Squared–Type Mixtures With Applications
• Approximation Theorems of Mathematical Statistics
• Asymptotic normality of interpoint distances for high-dimensional data with applications to the two-sample problem
• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
• Testing equality of several distributions in separable metric spaces: a maximum mean discrepancy based approach
• Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches
• Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
• Two-sample tests in functional data analysis starting from discrete data
• Universality, Characteristic Kernels and RKHS Embedding of Measures

Cited in

(1)

• A hyperbolic divergence based nonparametric test for two‐sample multivariate distributions

This page was built for publication: A new maximum mean discrepancy based two-sample test for equal distributions in separable metric spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6606979)