A Statistical Test for Joint Distributions Equivalence

07/25/2016

∙

by   Francesco Solera, et al.

∙

0

∙

share

We provide a distribution-free test that can be used to determine whether any two joint distributions p and q are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we rely on joint kernel distribution embedding to extend the kernel two-sample test of Gretton et al. [2] to the case of joint probability distributions. Our main result can be directly applied to verify if a dataset-shift has occurred between training and test distributions in a learning framework, without further assuming the shift has occurred only in the input, in the target or in the conditional distribution.