Institutional Research Information Service
UCL Logo
Please report any queries concerning the funding data grouped in the sections named "Externally Awarded" or "Internally Disbursed" (shown on the profile page) to your Research Finance Administrator. Your can find your Research Finance Administrator at https://www.ucl.ac.uk/finance/research/rs-contacts.php by entering your department
Please report any queries concerning the student data shown on the profile page to:

Email: portico-services@ucl.ac.uk

Help Desk: http://www.ucl.ac.uk/ras/portico/helpdesk
Publication Detail
B-tests: Low Variance Kernel Two-Sample Tests
  • Publication Type:
  • Authors:
    Zaremba W, Gretton A, Blaschko M
  • Publication date:
  • Keywords:
    cs.LG, cs.LG, stat.ML
  • Notes:
    Neural Information Processing Systems (2013)
A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice of block size allows control over the tradeoff between test power and computation time. In this respect, the $B$-test family combines favorable properties of previously proposed MMD two-sample tests: B-tests are more powerful than a linear time test where blocks are just pairs of samples, yet they are more computationally efficient than a quadratic time test where a single large block incorporating all the samples is used to compute a U-statistic. A further important advantage of the B-tests is their asymptotically Normal null distribution: this is by contrast with the U-statistic, which is degenerate under the null hypothesis, and for which estimates of the null distribution are computationally demanding. Recent results on kernel selection for hypothesis testing transfer seamlessly to the B-tests, yielding a means to optimize test power via kernel choice.
Publication data is maintained in RPS. Visit https://rps.ucl.ac.uk
 More search options
UCL Researchers
Gatsby Computational Neurosci Unit
University College London - Gower Street - London - WC1E 6BT Tel:+44 (0)20 7679 2000

© UCL 1999–2011

Search by