I had the pleasure to run a (actually two) practical on “representing and comparing probabilities using kernels” at the DS3 summer school at the Polytechnique in Paris, following a lecture by Arthur Gretton. Thanks to Zoltan Szabo for organising the session.
We covered the implementation basics of two-sample testing, independence testing, and goodness-of-fit testing, with examples including testing the quality of GAN samples, detecting dependence across translated documents, and more. I even managed to sneak Shogun into the practical 😉 Good fun overall!