SHOGUN: LinearTimeMMD.h File Reference

Classes

class CLinearTimeMMD

This class implements the linear time Maximum Mean Statistic as described in [1]. The MMD is the distance of two probability distributions $p$

and

in a RKHS.

$\text{MMD}}[\mathcal{F},p,q]^2=\textbf{E}_{x,x'}\left[ k(x,x')\right]- 2\textbf{E}_{x,y}\left[ k(x,y)\right] +\textbf{E}_{y,y'}\left[ k(y,y')\right]=||\mu_p - \mu_q||^2_\mathcal{F}$

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