应用数学2021，Vol.34Issue(2)：284-288,5.
最大均方差异统计量的一般界
General Bounds for Maximum Mean Discrepancy Statistics
摘要
Abstract
The classical maximum mean discrepancy statistics,i.e.,MMDb(F,X,Y) and MMD2u(F,X,Y),to test whether two samples X ={x1,x2,...,xm} and Y ={y1,y2,…,yn} are drawn from the different distributions p and q.MMDb and MMD2u are two very useful and effective statistics of which the bounds are derived based on the assumption of m =n.This paper relaxes this assumption and provides the general bounds for these two statistics statistics MMDb and MMD2u.The derived results show that the traditional bounds derived in previous study are the special cases of our general bounds.关键词
双样本检验/最大均方差差异/再生核希尔伯特空间/马克迪尔米德不等式Key words
Two-sample test/Maximum mean discrepancy (MMD)/Reproducing kernel Hilbert space (RKHS)/McDiarmid's inequality分类
数理科学引用本文复制引用
何玉林,黄德发,戴德鑫,黄哲学..最大均方差异统计量的一般界[J].应用数学,2021,34(2):284-288,5.基金项目
Supported by the National Natural Science Foundation of China (61972261),the Major Statistic Project of National Bureau of Statistics (2020ZX14),the National Training Program of Innovation and Entrepreneurship for Undergraduates (S202010590028),the Scientific Research Foundation of Shenzhen University for Newly-introduced Teachers (2018060) （61972261）
