A Unified View of Optimal Kernel Hypothesis Testing

Abstract

This paper provides a unifying view of optimal kernel hypothesis testing across the MMD two-sample, HSIC independence, and KSD goodness-of-fit frameworks. Minimax optimal separation rates in the kernel and $L^2$ metrics are presented, with two adaptive kernel selection methods (kernel pooling and aggregation), and under various testing constraints: computational efficiency, differential privacy, and robustness to data corruption. Intuition behind the derivation of the power results is provided in a unified way across the three frameworks, and open problems are highlighted.

46 pages, 1 figure, fix header