Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current literature is split into two kinds of tests - those which are consistent without any assumptions about how the distributions may differ (\textit{general} alternatives), and those which are designed to specifically test easier alternatives, like a difference in means (\textit{mean-shift} alternatives). The main contribution of this paper is to explicitly characterize the power of a popular nonparametric two sample test, designed for general alternatives, under a mean-shift alternative in the high-dimensional setting. Specifically, we explicitly derive the power of the linear-time Maximum Mean Discrepancy statistic using the Gaussian kernel, where the dimension and sample size can both tend to infinity at any rate, and the two distributions differ in their means. As a corollary, we find that if the signal-to-noise ratio is held constant, then the test's power goes to one if the number of samples increases faster than the dimension increases. This is the first explicit power derivation for a general nonparametric test in the high-dimensional setting, and also the first analysis of how tests designed for general alternatives perform when faced with easier ones.

本文对一种设计用于一般替代情况的流行的非参数双样本测试的功率进行了明确表征，并探讨了这些针对一般替代情况的测试在面对简单情况时的表现，具有高维场景下一般非参数测试的第一次明确功率推导以及如何在两个分布均值不同时，通过高斯核推导出最大均值偏差统计量的功率的性质。

线性时间核两样本检验在均差替代下的高维能力