This package contains a Matlab implementation of
an optimal kernel selection procedure for a large-scale, kernel-based two-sample test, as described in GreEtAl12a.
The code may be downloaded here
. Code will also be available in the Shogun
machine learning toolbox. Code is written by email@example.com
|| Gretton, A., B. Sriperumbudur, D. Sejdinovic, H, Strathmann, S. Balakrishnan, M. Pontil, K. Fukumizu: Optimal kernel choice for large-scale two-sample tests. NIPS 2012.
|| Gretton, A., K. Borgwardt, M. Rasch, B. Schoelkopf and A. Smola: A Kernel Two-Sample Test. JMLR 2012.
|| Gretton, A., K. Borgwardt, M. Rasch, B. Schoelkopf and A. Smola: A Kernel Method for the Two-Sample-Problem. NIPS 2006.