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Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…

Machine Learning · Statistics 2025-09-09 Logan S. McCarty

The Maximum Mean Discrepancy (MMD) is a cornerstone statistic for nonparametric two-sample testing, but its test power is dictated entirely by the chosen kernel. Because any fixed kernel inherently fails to distinguish certain…

Machine Learning · Statistics 2026-05-11 Yijin Ni , Xiaoming Huo

Many existing covariate shift adaptation methods estimate sample weights given to loss values to mitigate the gap between the source and the target distribution. However, estimating the optimal weights typically involves computationally…

Machine Learning · Statistics 2024-07-01 François Portier , Lionel Truquet , Ikko Yamane

Estimating some mathematical expectations from partially observed data and in particular missing outcomes is a central problem encountered in numerous fields such as transfer learning, counterfactual analysis or causal inference. Matching…

Statistics Theory · Mathematics 2025-05-01 Simon Viel , Lionel Truquet , Ikko Yamane

An adaptive bandwidth selection procedure for the mixture kernel in the maximum mean discrepancy (MMD) for fitting generative moment matching networks (GMMNs) is introduced, and its ability to improve the learning of copula random number…

Machine Learning · Statistics 2025-09-01 Marius Hofert , Gan Yao

Predictive models are often required to produce reliable predictions under statistical conditions that are not matched to the training data. A common type of training-testing mismatch is covariate shift, where the conditional distribution…

Machine Learning · Computer Science 2025-01-22 Matteo Zecchin , Fredrik Hellström , Sangwoo Park , Shlomo Shamai , Osvaldo Simeone

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…

Machine Learning · Computer Science 2026-01-16 Amon Lahr , Johannes Köhler , Anna Scampicchio , Melanie N. Zeilinger

As a vital problem in classification-oriented transfer, unsupervised domain adaptation (UDA) has attracted widespread attention in recent years. Previous UDA methods assume the marginal distributions of different domains are shifted while…

Machine Learning · Computer Science 2021-08-03 You-Wei Luo , Chuan-Xian Ren

Imitation learning practitioners have often noted that conditioning policies on previous actions leads to a dramatic divergence between "held out" error and performance of the learner in situ. Interactive approaches can provably address…

Machine Learning · Computer Science 2021-02-12 Jonathan Spencer , Sanjiban Choudhury , Arun Venkatraman , Brian Ziebart , J. Andrew Bagnell

A new goodness-of-fit test for normality in high-dimension (and Reproducing Kernel Hilbert Space) is proposed. It shares common ideas with the Maximum Mean Discrepancy (MMD) it outperforms both in terms of computation time and applicability…

Statistics Theory · Mathematics 2014-04-14 Jérémie Kellner , Alain Celisse

Quantum machine learning is a growing research field that aims to perform machine learning tasks assisted by a quantum computer. Kernel-based quantum machine learning models are paradigmatic examples where the kernel involves quantum…

Quantum Physics · Physics 2023-02-06 Diego Tancara , Hossein T. Dinani , Ariel Norambuena , Felipe F. Fanchini , Raúl Coto

Kernel-based quadrature rules are becoming important in machine learning and statistics, as they achieve super-$\sqrt{n}$ convergence rates in numerical integration, and thus provide alternatives to Monte Carlo integration in challenging…

Machine Learning · Statistics 2016-10-31 Motonobu Kanagawa , Bharath K. Sriperumbudur , Kenji Fukumizu

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

We propose a novel framework for matching estimators for causal effect from observational data that is based on minimizing the dual norm of estimation error when expressed as an operator. We show that many popular matching estimators can be…

Methodology · Statistics 2017-03-01 Nathan Kallus

Given $M \geq 2$ distributions defined on a general measurable space, we introduce a nonparametric (kernel) measure of multi-sample dissimilarity (KMD) -- a parameter that quantifies the difference between the $M$ distributions. The…

Statistics Theory · Mathematics 2022-10-18 Zhen Huang , Bodhisattva Sen

Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space. This is motivated by the problem in neuroscience of calculating the mutual…

Information Theory · Computer Science 2014-05-20 R. Joshua Tobin , Conor J. Houghton

Kernel methods have a wide spectrum of applications in machine learning. Recently, a link between quantum computing and kernel theory has been formally established, opening up opportunities for quantum techniques to enhance various existing…

Quantum Physics · Physics 2020-03-25 Carsten Blank , Daniel K. Park , June-Koo Kevin Rhee , Francesco Petruccione

Kernel function plays a crucial role in machine learning algorithms such as classifiers. In this paper, we aim to improve the classification performance and reduce the reading out burden of quantum classifiers. We devise a universally…

Quantum Physics · Physics 2025-05-08 Li Xu , Xiao-yu Zhang , Ming Li , Shu-qian Shen

Directional data consist of observations distributed on a (hyper)sphere, and appear in many applied fields, such as astronomy, ecology, and environmental science. This paper studies both statistical and computational problems of kernel…

Machine Learning · Statistics 2021-10-18 Yikun Zhang , Yen-Chi Chen

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

Machine Learning · Computer Science 2025-02-25 Muthu Chidambaram , Rong Ge
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