Papers › A Wild Bootstrap for Degenerate Kernel Tests

A Wild Bootstrap for Degenerate Kernel Tests

23 Aug 2014NeurIPS 2014 12arXiv:1408.5404archive 2025-07-28

Kacper Chwialkowski, Dino Sejdinovic, Arthur Gretton

A wild bootstrap method for nonparametric hypothesis tests based on kernel distribution embeddings is proposed. This bootstrap method is used to construct provably consistent tests that apply to random processes, for which the naive permutation-based bootstrap fails. It applies to a large group of kernel tests based on V-statistics, which are degenerate under the null hypothesis, and non-degenerate elsewhere. To illustrate this approach, we construct a two-sample test, an instantaneous independence test and a multiple lag independence test for time series. In experiments, the wild bootstrap gives strong performance on synthetic examples, on audio data, and in performance benchmarking for the Gibbs sampler.

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