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Testing for Homogeneity with Kernel Fisher Discriminant Analysis

7 April 2008
Zaïd Harchaoui
Francis R. Bach
Eric Moulines
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Abstract

We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed. Finally, experimental evidence of the performance of the proposed approach on both artificial data and a speaker verification task is provided.

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