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Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…

Machine Learning · Computer Science 2013-05-03 Somayeh Danafar , Paola M. V. Rancoita , Tobias Glasmachers , Kevin Whittingstall , Juergen Schmidhuber

Distances between probability distributions are a key component of many statistical machine learning tasks, from two-sample testing to generative modeling, among others. We introduce a novel distance between measures that compares them…

Machine Learning · Statistics 2025-07-09 Arturo Castellanos , Anna Korba , Pavlo Mozharovskyi , Hicham Janati

Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions. Applying these methods in practice can require…

Machine Learning · Statistics 2025-12-17 Aaron Wei , Milad Jalali , Danica J. Sutherland

A key element in transfer learning is representation learning; if representations can be developed that expose the relevant factors underlying the data, then new tasks and domains can be learned readily based on mappings of these salient…

Machine Learning · Computer Science 2014-12-18 Yujia Li , Kevin Swersky , Richard Zemel

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

Accurate approximation of probability measures is essential in numerical applications. This paper explores the quantization of probability measures using the maximum mean discrepancy (MMD) distance as a guiding metric. We first investigate…

Optimization and Control · Mathematics 2025-03-18 Zahra Mehraban , Alois Pichler

The distribution closeness testing (DCT) assesses whether the distance between a distribution pair is at least $\epsilon$-far. Existing DCT methods mainly measure discrepancies between a distribution pair defined on discrete one-dimensional…

Machine Learning · Computer Science 2025-10-10 Zhijian Zhou , Liuhua Peng , Xunye Tian , Feng Liu

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

The maximum mean discrepancy (MMD) is a kernel-based nonparametric statistic for two-sample testing, whose inferential accuracy depends critically on variance characterization. Existing work provides various finite-sample estimators of the…

Machine Learning · Statistics 2026-02-05 Shijie Zhong , Yikun Yang , Da Gong , Jiangfeng Fu

The kernel mean embedding of probability distributions is commonly used in machine learning as an injective mapping from distributions to functions in an infinite dimensional Hilbert space. It allows us, for example, to define a distance…

Quantum Physics · Physics 2019-12-24 Jonas M. Kübler , Krikamol Muandet , Bernhard Schölkopf

Modern large-scale kernel-based tests such as maximum mean discrepancy (MMD) and kernelized Stein discrepancy (KSD) optimize kernel hyperparameters on a held-out sample via data splitting to obtain the most powerful test statistics. While…

Machine Learning · Computer Science 2020-10-20 Jonas M. Kübler , Wittawat Jitkrittum , Bernhard Schölkopf , Krikamol Muandet

Accurate noise modelling is important for training of deep learning reconstruction algorithms. While noise models are well known for traditional imaging techniques, the noise distribution of a novel sensor may be difficult to determine a…

Machine Learning · Computer Science 2018-07-11 Felix Horger , Tobias Würfl , Vincent Christlein , Andreas Maier

Covariate shifts are a common problem in predictive modeling on real-world problems. This paper proposes addressing the covariate shift problem by minimizing Maximum Mean Discrepancy (MMD) statistics between the training and test sets in…

Machine Learning · Computer Science 2022-03-03 Liwen Ouyang , Aaron Key

We propose novel statistics which maximise the power of a two-sample test based on the Maximum Mean Discrepancy (MMD), by adapting over the set of kernels used in defining it. For finite sets, this reduces to combining (normalised) MMD…

Machine Learning · Statistics 2023-10-31 Felix Biggs , Antonin Schrab , Arthur Gretton

A number of machine learning tasks entail a high degree of invariance: the data distribution does not change if we act on the data with a certain group of transformations. For instance, labels of images are invariant under translations of…

Machine Learning · Statistics 2021-03-01 Song Mei , Theodor Misiakiewicz , Andrea Montanari

In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…

Machine Learning · Computer Science 2025-02-11 Yijin Ni , Xiaoming Huo

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Machine Learning · Statistics 2019-05-17 Matthieu Lerasle , Zoltan Szabo , Timothee Mathieu , Guillaume Lecue

We introduce a kernel-based two-sample test for comparing probability distributions up to group actions. Our construction yields invariant kernels for locally compact $\sigma$-compact groups and extends classical Haar-based approaches…

Statistics Theory · Mathematics 2026-03-18 Madison Giacofci , Anouar Meynaoui , Alex Podgorny

Diffusion-based generative models (DBGMs) perturb data to a target noise distribution and reverse this process to generate samples. The choice of noising process, or inference diffusion process, affects both likelihoods and sample quality.…

Machine Learning · Computer Science 2023-03-06 Raghav Singhal , Mark Goldstein , Rajesh Ranganath

The kernel two-sample test based on the maximum mean discrepancy (MMD) is one of the most popular methods for detecting differences between two distributions over general metric spaces. In this paper we propose a method to boost the power…

Methodology · Statistics 2024-09-06 Anirban Chatterjee , Bhaswar B. Bhattacharya