Our proposed FastMMD method decreases the time complexity of MMD calculation from conventional O(N^2d) to O(Nlog(d)).

Ji Zhao, Deyu Meng. FastMMD: Ensemble of Circular Discrepancy for Efficient Two-Sample Test, Neural Computation, 2015, accepted. Matlab Code.

Ji Zhao, Deyu Meng. Ensemble of Circular Discrepancy for Efficient Two-Sample Test. NIPS Workshop on Randomized Methods for Machine Learning (RMML2013), Lake Tahoe, Nevada, Dec. 9, 2013.