About

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.

Code

The code may be downloaded here. Code will also be available in the Shogun machine learning toolbox. Code is written by heiko.strathmann@gmail.com.

References

[GreEtAl12a] 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. download
[GreEtAl12b] Gretton, A., K. Borgwardt, M. Rasch, B. Schoelkopf and A. Smola: A Kernel Two-Sample Test. JMLR 2012. download
[GreEtAl07] Gretton, A., K. Borgwardt, M. Rasch, B. Schoelkopf and A. Smola: A Kernel Method for the Two-Sample-Problem. NIPS 2006. download

Contact

arthur.gretton@gmail.com