Independence level experiment using uniform densities varying the sample size.

Independence level experiment using uniform densities varying the sample size.

Source publication
Preprint
Full-text available
We propose a series of computationally efficient, nonparametric tests for the two-sample, independence and goodness-of-fit problems, using the Maximum Mean Discrepancy (MMD), Hilbert Schmidt Independence Criterion (HSIC), and Kernel Stein Discrepancy (KSD), respectively. Our test statistics are incomplete $U$-statistics, with a computational cost t...

Similar publications

Article
Full-text available
We introduce the concept of inexact first-order oracle of degree q for a possibly nonconvex and nonsmooth function, which naturally appears in the context of approximate gradient, weak level of smoothness and other situations. Our definition is less conservative than those found in the existing literature, and it can be viewed as an interpolation b...
Article
Full-text available
We propose a series of computationally efficient, nonparametric tests for the two-sample, independence and goodness-of-fit problems, using the Maximum Mean Discrepancy (MMD), Hilbert Schmidt Independence Criterion (HSIC), and Kernel Stein Discrepancy (KSD), respectively. Our test statistics are incomplete U-statistics, with a computational cost tha...