A uniform kernel trick for high and infinite-dimensional two-sample problems

Javier Cárcamo, Antonio Cuevas and Luis-Alberto Rodríguez

Journal of Multivariate Analysis, 2024, vol. 202, issue C

Abstract: We use a suitable version of the so-called ”kernel trick” to devise two-sample tests, especially focussed on high-dimensional and functional data. Our proposal entails a simplification of the practical problem of selecting an appropriate kernel function. Specifically, we apply a uniform variant of the kernel trick which involves the supremum within a class of kernel-based distances. We obtain the asymptotic distribution of the test statistic under the null and alternative hypotheses. The proofs rely on empirical processes theory, combined with the delta method and Hadamard directional differentiability techniques, and functional Karhunen–Loève-type expansions of the underlying processes. This methodology has some advantages over other standard approaches in the literature. We also give some experimental insight into the performance of our proposal compared to other kernel-based approaches (the original proposal by Borgwardt et al. (2006) and some variants based on splitting methods) as well as tests based on energy distances (Rizzo and Székely, 2017).

Keywords: Homogeneity test; Reproducing kernel Hilbert spaces; Supremum-like distances (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.jmva.2024.105317

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