Unified Unbiased Variance Estimation for Maximum Mean Discrepancy: Robust Finite-Sample Performance with Imbalanced Data and Exact Acceleration under Null and Alternative Hypotheses

Shijie Zhong, Yikun Yang, Da Gong +1

The maximum mean discrepancy (MMD) is a kernel-based nonparametric statistic for two-sample testing, whose inferential accuracy depends critically on variance characterization. Exi…