Title: On the Optimality of Kernel-Embedding Based Goodness-of-Fit Tests,
Abstract: The reproducing kernel Hilbert space (RKHS) embedding of distributions offers
a general and flexible framework for testing problems in arbitrary domains and
has attracted considerable amount of attention in recent years. To gain
insights into their operating characteristics, we study here the statistical
performance of such approaches within a minimax framework. Focusing on the case
of goodness-of-fit tests, our analyses show that a vanilla version of the
kernel-embedding based test could be suboptimal, and suggest a simple remedy by
moderating the embedding. We prove that the moderated approach provides optimal
tests for a wide range of deviations from the null and can also be made
adaptive over a large collection of interpolation spaces. Numerical experiments
are presented to further demonstrate the merits of our approach.