On the Optimality of Kernel-Embedding Based Goodness-of-Fit Tests

24 Sep 2017Krishnakumar BalasubramanianTong LiMing Yuan

The reproducing kernel Hilbert space (RKHS) embedding of distributions offers a general and flexible framework for testing problems in arbitrary domains and has attracted considerable amount of attention in recent years. To gain insights into their operating characteristics, we study here the statistical performance of such approaches within a minimax framework... (read more)

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