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Compress Then Test: Powerful Kernel Testing in Near-linear Time

  • Kernel two-sample testing provides a powerful framework for distinguishing any pair of distributions based on $n$ sample points.
  • Compress Then Test (CTT) is a new framework for high-powered kernel testing based on sample compression.
  • CTT approximates an expensive test by compressing each $n$ point sample into a small but high-fidelity coreset.
  • CTT and its extensions provide significant speed-ups over state-of-the-art approximate MMD tests with no loss of power.

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