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arXiv: Machine Learning
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Are two sets of observations drawn from the same distribution? This problem is a two-sample test. Kernel methods lead to many appealing properties. Indeed state-of-the-art approaches use the L 2distance between kernel-based distribution representatives to derive their test statistics. Here, we show that L pdistances (with p ≥ 1 between these distribution representatives give metrics on the space of distributions that are well-behaved to detect differences between distributions as they m...
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