Finite-Sample Unbiased Variance of MMD under Unbalanced Sampling: Exact Estimation and Quasi-Linear Computation
Accurately and efficiently estimating the variance of the Maximum Mean Discrepancy (MMD) remains challenging, particularly for unbalanced sample sizes. In this paper, we derive a finite-sample unbiased estimator of the MMD variance. To overcome the traditional $\mathcal{O}(N^2)$ computational bottleneck, we develop a r...
Shi-Jie Zhong, Yikun Yang, Da Gong et al.
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