mlsanityData to 14 Oct 2026

B-tests: Low Variance Kernel Two-Sample Tests

arXiv 1307.1954 ↗First posted 8 Jul 2013cs.LG stat.MLcited by 5

Not on the map. Why?

Abstract (arXiv)

A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice of block size allows control over the tradeoff between test power and computation time. In this respect, the B-test family combines favorable properties of previously proposed MMD two-sample tests: B-tests are more powerful than a linear time test where blocks are just pairs of samples, yet they are more computationally efficient than a quadratic time test where a single large block incorporating all the samples is used to compute a U-statistic. A further important advantage of the B-tests is their asymptotically Normal null distribution: this is by contrast with the U-statistic, which is degenerate under the null hypothesis, and for which estimates of the null distribution are computationally demanding. Recent results on kernel selection for hypothesis testing transfer seamlessly to the B-tests, yielding a means to optimize test power via kernel choice.

Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). First posted on arXiv 8 Jul 2013.

Builds on

No reference list yet.

Built on by

Cited by year (2026 to 14 Oct)

Citing papers per year: 2022: 2; 2023: 1; 2024: 1; 2025: 0; 2026: 1.

5 papers.