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Pertains to a large number of features or dimensions (variables) for data. (For a large number of data points, use the tag [large-data]; if the issue is a larger number of variables than data, use the [underdetermined] tag.)

3 votes

A Kernel Two Sample Test and Curse of Dimensionality

Just happen to see this post while going over MMD papers. In the context of two-sample testing and considering the test power under a given level, the answer is it does suffer from high dimension. Pr …
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