Generalized kernel two-sample tests

• 成果类型: Article
• 署名作者: Song, Hoseung; Chen, Hao
• 署名单位: University of California System; University of California Davis
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asad068
• 发表日期: 2024
• 页码: 755770
• 关键词: multivariate; METRICS

摘要

Kernel two-sample tests have been widely used for multivariate data to test equality of distributions. However, existing tests based on mapping distributions into a reproducing kernel Hilbert space mainly target specific alternatives and do not work well for some scenarios when the dimension of the data is moderate to high due to the curse of dimensionality. We propose a new test statistic that makes use of a common pattern under moderate and high dimensions and achieves substantial power improvements over existing kernel two-sample tests for a wide range of alternatives. We also propose alternative testing procedures that maintain high power with low computational cost, offering easy off-the-shelf tools for large datasets. The new approaches are compared to other state-of-the-art tests under various settings and show good performance. We showcase the new approaches through two applications: the comparison of musks and nonmusks using the shape of molecules, and the comparison of taxi trips starting from John F. Kennedy airport in consecutive months. All proposed methods are implemented in an R package kerTests.