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The kernel Maximum Mean Discrepancy~(MMD) is a popular multivariate distance metric between distributions that has found utility in two-sample testing. The usual kernel-MMD test statistic is a degenerate U-statistic under the null, and thus…

Methodology · Statistics 2025-09-16 Shubhanshu Shekhar , Ilmun Kim , Aaditya Ramdas

Nonparametric two-sample tests such as the Maximum Mean Discrepancy (MMD) are often used to detect differences between two distributions in machine learning applications. However, the majority of existing literature assumes that error-free…

Machine Learning · Statistics 2023-08-08 Ron Nafshi , Maggie Makar

We study the problem of partitioning a small sample of $n$ individuals from a mixture of $k$ product distributions over a Boolean cube $\{0, 1\}^K$ according to their distributions. Each distribution is described by a vector of allele…

Machine Learning · Computer Science 2008-02-21 Shuheng Zhou

We introduce one-sided versions of Huber's contamination model, in which corrupted samples tend to take larger values than uncorrupted ones. Two intertwined problems are addressed: estimation of the mean of uncorrupted samples (minimum…

Statistics Theory · Mathematics 2018-09-25 Alexandra Carpentier , Sylvain Delattre , Etienne Roquain , Nicolas Verzelen

The complete part of the earthquake frequency-magnitude distribution (FMD), above completeness magnitude mc, is well described by the Gutenberg-Richter law. The parameter mc however varies in space due to the seismic network configuration,…

Geophysics · Physics 2020-08-13 Arnaud Mignan

The paper introduces a new kernel-based Maximum Mean Discrepancy (MMD) statistic for measuring the distance between two distributions given finitely-many multivariate samples. When the distributions are locally low-dimensional, the proposed…

Machine Learning · Statistics 2018-09-03 Xiuyuan Cheng , Alexander Cloninger , Ronald R. Coifman

Gaussian-Bernoulli restricted Boltzmann machines (GBRBMs) are often used for semi-supervised anomaly detection, where they are trained using only normal data points. In GBRBM-based anomaly detection, normal and anomalous data are classified…

Machine Learning · Computer Science 2024-03-20 Kaiji Sekimoto , Muneki Yasuda

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able…

Machine Learning · Statistics 2022-11-16 Danica J. Sutherland , Namrata Deka

Intractable generative models are models for which the likelihood is unavailable but sampling is possible. Most approaches to parameter inference in this setting require the computation of some discrepancy between the data and the…

Computation · Statistics 2022-07-05 Ziang Niu , Johanna Meier , François-Xavier Briol

The Birnbaum-Saunders distribution has been widely applied in several areas of science and although several methodologies related to this distribution have been proposed, the problem of determining the optimal sample size for estimating its…

Methodology · Statistics 2020-07-27 Eliardo G. Costa , Manoel Santos-Neto

While there exists a large amount of literature on the general challenges of and best practices for trustworthy online A/B testing, there are limited studies on sample size estimation, which plays a crucial role in trustworthy and efficient…

Methodology · Statistics 2023-08-21 Jing Zhou , Jiannan Lu , Anas Shallah

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we…

Methodology · Statistics 2019-06-17 Francois-Xavier Briol , Alessandro Barp , Andrew B. Duncan , Mark Girolami

By considering the effect of varying the target radii and detector aperture width on the scattering angle in experimental Compton scattering, mathematical models were developed and subsequently incorporated into Monte Carlo simulations. By…

High Energy Physics - Experiment · Physics 2021-04-30 Assunta Sophia Felice

The methods of determining the fractal dimension and irregularity scale in simulated galaxy catalogs and the application of these methods to the data of the 2dF and 6dF catalogs are analyzed. Correlation methods are shown to be correctly…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-20 Nikita Yu. Lovyagin

The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective…

Machine Learning · Computer Science 2013-01-18 Ian Davidson

The goal of importance sampling is to estimate the expected value of a given function with respect to a probability measure $\nu$ using a random sample of size $n$ drawn from a different probability measure $\mu$. If the two measures $\mu$…

Probability · Mathematics 2017-06-22 Sourav Chatterjee , Persi Diaconis

We consider the variable selection problem for two-sample tests, aiming to select the most informative variables to determine whether two collections of samples follow the same distribution. To address this, we propose a novel framework…

Machine Learning · Statistics 2024-12-23 Jie Wang , Santanu S. Dey , Yao Xie

In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily…

Machine Learning · Statistics 2019-02-01 Futoshi Futami , Zhenghang Cui , Issei Sato , Masashi Sugiyama

Frequent significant deviations of the observed magnitude distribution of anthropogenic seismicity from the Gutenberg-Richter relation require alternative estimation methods for probabilistic seismic hazard assessments. We evaluate five…

Geophysics · Physics 2025-12-22 Francis Tong , Stanisław Lasocki , Beata Orlecka-Sikora

When maximum likelihood estimation is infeasible, one often turns to score matching, contrastive divergence, or minimum probability flow to obtain tractable parameter estimates. We provide a unifying perspective of these techniques as…

Statistics Theory · Mathematics 2022-10-07 Alessandro Barp , Francois-Xavier Briol , Andrew B. Duncan , Mark Girolami , Lester Mackey