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more cookbook updates
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karlnapf committed Jul 1, 2016
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Linear Time MMD
===============

The unbiased statistic is given by
The linear time MMD implements a nonparametric statistical hypothesis test to reject the null hypothesis that to distributions :math:`p` and :math:`q`, each only observed via :math:`n` samples, are the same, i.e. :math:`H_0:p=q`.

The (unbiased) statistic is given by

.. math::
\frac{2}{n}\sum_{i=1}^n k(x_{2i},x_{2i}) + k(x_{2i+1}, x_{2i+1}) - 2k(x_{2i},x_{2i+1}).
See :cite:`gretton2012kernel` for a detailed introduction.

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Quadratic Time MMD
==================

The Quadratic time MMD implements a nonparametric statistical hypothesis test to reject the null hypothesis that to distributions :math:`p` and :math:`q`, only observed via :math:`n` and :math:`m` samples respectively, are the same:

.. math::
H_0:p=q.
The quadratic time MMD implements a nonparametric statistical hypothesis test to reject the null hypothesis that to distributions :math:`p` and :math:`q`, only observed via :math:`n` and :math:`m` samples respectively, are the same, i.e. :math:`H_0:p=q`.

The (biased) test statistic is given by

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.. sgexample:: quadratic_time_mmd.sg:estimate_mmd_biased

There are multiple ways to perform the actual hypothesis test. The permutation version simulates from :math:`H_0` via repeatedly permuting the samples from :math:`p` and :math:`q`:
There are multiple ways to perform the actual hypothesis test, see :sgclass:`CQuadraticTimeMMD` for details. The permutation version simulates from :math:`H_0` via repeatedly permuting the samples from :math:`p` and :math:`q`:

.. sgexample:: quadratic_time_mmd.sg:perform_test_permutation

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