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  A Kernel Method for the Two-Sample-Problem

Gretton, A., Borgwardt, K., Rasch, M., Schölkopf, B., & Smola, A. (2007). A Kernel Method for the Two-Sample-Problem. Advances in Neural Information Processing Systems 19: Proceedings of the 2006 Conference, 513-520.

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-0013-CBCB-3 Version Permalink: https://hdl.handle.net/11858/00-001M-0000-0013-CBCC-1
Genre: Conference Paper

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 Creators:
Gretton, A1, Author           
Borgwardt, KM2, Author           
Rasch, M3, Author           
Schölkopf, B1, Author           
Smola, A2, Author           
Schölkopf, Editor
B., Editor
Platt, J., Editor
Hofmann, T., Editor
Affiliations:
1Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795              
2Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497794              
3Department Physiology of Cognitive Processes, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497798              

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 Abstract: 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 samples mapped into a reproducing kernel Hilbert space (RKHS). The first test is based on a large deviation bound for the test statistic, while the second is based on the asymptotic distribution of this statistic. The test statistic can be computed in O(m^2) time. We apply our approach to a variety of problems, including attribute matching for databases using the Hungarian marriage method, where our test performs strongly. We also demonstrate excellent performance when comparing distributions over graphs, for which no alternative tests currently exist.

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 Dates: 2007-09
 Publication Status: Issued
 Pages: -
 Publishing info: -
 Table of Contents: -
 Rev. Type: -
 Identifiers: ISBN: 0-262-19568-2
URI: http://nips.cc/Conferences/2006/
BibTex Citekey: 4193
 Degree: -

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Title: Twentieth Annual Conference on Neural Information Processing Systems (NIPS 2006)
Place of Event: Vancouver, BC, Canada
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Title: Advances in Neural Information Processing Systems 19: Proceedings of the 2006 Conference
Source Genre: Journal
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Publ. Info: Cambridge, MA, USA : MIT Press
Pages: - Volume / Issue: - Sequence Number: - Start / End Page: 513 - 520 Identifier: -