A Kernel-Based Conditional Two-Sample Test Using Nearest Neighbors (with Applications to Calibration, Regression Curves, and Simulation-Based Inference)

Anirban Chatterjee, Ziang Niu, Bhaswar B. Bhattacharya

In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose…