We propose two statistical tests to determine if two samples are from different distributions. Our test statistic is in both cases the distance between the means of the two sample...
Arthur Gretton, Karsten M. Borgwardt, Malte J. Ras...
Three simple and explicit procedures for testing the independence of two multi-dimensional random variables are described. Two of the associated test statistics (L1, log-likelihoo...
Many machine learning algorithms can be formulated in the framework of statistical independence such as the Hilbert Schmidt Independence Criterion. In this paper, we extend this c...
Xinhua Zhang, Le Song, Arthur Gretton, Alex J. Smo...
We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypothesis testing in a framework of classical mathe...
We present a class of algorithms for independent component analysis (ICA) which use contrast functions based on canonical correlations in a reproducing kernel Hilbert space. On th...