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math.ST2020★ 6 cited
Kernel Conditional Moment Test via Maximum Moment Restriction
Krikamol Muandet, Wittawat Jitkrittum, Jonas Kübler
We propose a new family of specification tests called kernel conditional moment (KCM) tests. Our tests are built on a novel representation of conditional moment restrictions in a r…
math.ST2017★ 62 cited
Large sample analysis of the median heuristic
Damien Garreau, Wittawat Jitkrittum, Motonobu Kanagawa
In kernel methods, the median heuristic has been widely used as a way of setting the bandwidth of RBF kernels. While its empirical performances make it a safe choice under many cir…