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A uniform kernel trick for high and infinite-dimensional two-sample problems

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  • Cárcamo, Javier
  • Cuevas, Antonio
  • Rodríguez, Luis-Alberto

Abstract

We use a suitable version of the so-called ”kernel trick” to devise two-sample tests, especially focussed on high-dimensional and functional data. Our proposal entails a simplification of the practical problem of selecting an appropriate kernel function. Specifically, we apply a uniform variant of the kernel trick which involves the supremum within a class of kernel-based distances. We obtain the asymptotic distribution of the test statistic under the null and alternative hypotheses. The proofs rely on empirical processes theory, combined with the delta method and Hadamard directional differentiability techniques, and functional Karhunen–Loève-type expansions of the underlying processes. This methodology has some advantages over other standard approaches in the literature. We also give some experimental insight into the performance of our proposal compared to other kernel-based approaches (the original proposal by Borgwardt et al. (2006) and some variants based on splitting methods) as well as tests based on energy distances (Rizzo and Székely, 2017).

Suggested Citation

  • Cárcamo, Javier & Cuevas, Antonio & Rodríguez, Luis-Alberto, 2024. "A uniform kernel trick for high and infinite-dimensional two-sample problems," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
  • Handle: RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000241
    DOI: 10.1016/j.jmva.2024.105317
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    References listed on IDEAS

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    1. Holger Dette & Kevin Kokot, 2022. "Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(2), pages 195-231, April.
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    5. Gina-Maria Pomann & Ana-Maria Staicu & Sujit Ghosh, 2016. "A two-sample distribution-free test for functional data with application to a diffusion tensor imaging study of multiple sclerosis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(3), pages 395-414, April.
    6. Zheng Fang & Andres Santos, 2019. "Inference on Directionally Differentiable Functions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(1), pages 377-412.
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