We propose MMD-OPT: a sample-efficient approach for minimizing the risk of collision under arbitrary prediction distribution of the dynamic obstacles. MMD-OPT is based on embedding distribution in Reproducing Kernel Hilbert Space (RKHS) and the associated Maximum Mean Discrepancy (MMD). We show how these two concepts can be used to define a sample efficient surrogate for collision risk estimate. We perform extensive simulations to validate the effectiveness of MMD-OPT on both synthetic and real-world datasets. Importantly, we show that trajectory optimization with our MMD-based collision risk surrogate leads to safer trajectories at low sample regimes than popular alternatives based on Conditional Value at Risk (CVaR).