Efficient Univariate Maximum Mean Discrepancy
Description
Computes maximum mean discrepancy two-sample test for univariate data using the Laplacian kernel, as described in Bodenham and Kawahara (2023) . The p-value is computed using permutations. Also includes implementation for computing the robust median difference statistic 'Q_n' from Croux and Rousseeuw (1992) based on Johnson and Mizoguchi (1978) .