Extending Kernel Testing To General Designs
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Kernel-based testing has revolutionized the field of non-parametric tests through the embedding of distributions in an RKHS. This strategy has proven to be powerful and flexible, yet its applicability has been limited to the standard two-sample case, while practical situations often involve more complex experimental designs. To extend kernel testing to any design, we propose a linear model in the RKHS that allows for the decomposition of mean embeddings into additive functional effects. We then introduce a truncated kernel Hotelling-Lawley statistic to test the effects of the model, demonstrating that its asymptotic distribution is chi-square, which remains valid with its Nystrom approximation. We discuss a homoscedasticity assumption that, although absent in the standard two-sample case, is necessary for general designs. Finally, we illustrate our framework using a single-cell RNA sequencing dataset and provide kernel-based generalizations of classical diagnostic and exploration tools to broaden the scope of kernel testing in any experimental design.
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Non-asymptotic two-sample kernel testing with the spectrally truncated normalized MMD
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