QuadraticTimeMMD.h File Reference

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Classes
class	CQuadraticTimeMMD
	This class implements the quadratic time Maximum Mean Statistic as described in [1]. The MMD is the distance of two probability distributions \(p\) and \(q\) in a RKHS \[ \text{MMD}[\mathcal{F},p,q]^2=\textbf{E}_{x,x'}\left[ k(x,x')\right]- 2\textbf{E}_{x,y}\left[ k(x,y)\right] +\textbf{E}_{y,y'}\left[ k(y,y')\right]=||\mu_p - \mu_q||^2_\mathcal{F} \] . More...

Enumerations
enum	EQuadraticMMDType { BIASED, UNBIASED }