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karlnapf committed Jun 4, 2012
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Expand Up @@ -38,6 +38,7 @@ class CQuadraticTimeMMD : public CKernelTwoSampleTestStatistic
* using the Eigen-spectrum of the centered kernel matrix of the merged
* samples of p and q.
*
* Works well if the kernel matrix is NOT diagonal dominant.
* See Gretton, A., Fukumizu, K., & Harchaoui, Z. (2011).
* A fast, consistent kernel two-sample test.
*
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