A Kernel Distribution Closeness Testing
- URL: http://arxiv.org/abs/2507.12843v1
- Date: Thu, 17 Jul 2025 07:08:54 GMT
- Title: A Kernel Distribution Closeness Testing
- Authors: Zhijian Zhou, Liuhua Peng, Xunye Tian, Feng Liu,
- Abstract summary: The distribution closeness testing (DCT) assesses whether the distance between a distribution pair is at least $epsilon$-far.<n>Existing DCT methods mainly measure discrepancies between a distribution pair defined on discrete one-dimensional spaces.<n>We introduce maximum mean discrepancy (MMD), a powerful measurement of the distributional discrepancy between two complex distributions.
- Score: 4.435730822138841
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The distribution closeness testing (DCT) assesses whether the distance between a distribution pair is at least $\epsilon$-far. Existing DCT methods mainly measure discrepancies between a distribution pair defined on discrete one-dimensional spaces (e.g., using total variation), which limits their applications to complex data (e.g., images). To extend DCT to more types of data, a natural idea is to introduce maximum mean discrepancy (MMD), a powerful measurement of the distributional discrepancy between two complex distributions, into DCT scenarios. However, we find that MMD's value can be the same for many pairs of distributions that have different norms in the same reproducing kernel Hilbert space (RKHS), making MMD less informative when assessing the closeness levels for multiple distribution pairs. To mitigate the issue, we design a new measurement of distributional discrepancy, norm-adaptive MMD (NAMMD), which scales MMD's value using the RKHS norms of distributions. Based on the asymptotic distribution of NAMMD, we finally propose the NAMMD-based DCT to assess the closeness levels of a distribution pair. Theoretically, we prove that NAMMD-based DCT has higher test power compared to MMD-based DCT, with bounded type-I error, which is also validated by extensive experiments on many types of data (e.g., synthetic noise, real images). Furthermore, we also apply the proposed NAMMD for addressing the two-sample testing problem and find NAMMD-based two-sample test has higher test power than the MMD-based two-sample test in both theory and experiments.
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