/FastMMD

Primary LanguageMATLAB

This code include the implementation of MMD[2], MMD-linear[2], MMD by B-test[3], FastMMD-Fourier[1] and FastMMD-Fastfood[1].

This is version 0.9 released on 02/20/2014.

1. please run demo.m for an example;
2. This code was written by Ji Zhao. If you want to give some feedback, please contact him by email zhaoji84@gmail.com.
3. Please cite [1] if you use this code.

Reference:
[1] Ji Zhao, and Deyu Meng. FastMMD: Ensemble of Circular Discrepancy for Efficient Two-Sample Test. Neural Computation, 27(6): 1345 - 1372, 2015.
[2] A. Gretton, K. M. Borgwardt, M. J. Rasch, B. Scholkopf, and A. Smola. A kernel two-sample test. JMLR, 13(3):723–773, 2012.
[3] W. Zaremba, A. Gretton and M. Blaschko. B-tests: Low Variance Kernel Two-Sample Tests. NIPS, 2013.
[4] Q. V. Le, T. Sarlos, and A. J. Smola. Fastfood - Approximating Kernel Expansions in Loglinear Time. ICML, 2013.
[5] Spiral WHT Package. http://www.spiral.net/software/wht.html