For two-sample testing, Shekhar and Ramdas use (more generally if are multivariate observations, and is some kernel.
Last modified Oct 13, 20241 min read
For two-sample testing, Shekhar and Ramdas use St=1+λt(Xt−Yt) (more generally St=1+λt(k(Xt)−k(Yt)) if Xt,Yt are multivariate observations, and k is some kernel.