Related papers: A Linear-Time Kernel Goodness-of-Fit Test
We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence…
We derive a new discrepancy statistic for measuring differences between two probability distributions based on combining Stein's identity with the reproducing kernel Hilbert space theory. We apply our result to test how well a probabilistic…
We propose a kernel-based nonparametric test of relative goodness of fit, where the goal is to compare two models, both of which may have unobserved latent variables, such that the marginal distribution of the observed variables is…
This paper formally derives the asymptotic distribution of a goodness-of-fit test based on the Kernel Stein Discrepancy introduced in (Oscar Key et al., "Composite Goodness-of-fit Tests with Kernels", Journal of Machine Learning Research…
We propose a goodness-of-fit measure for probability densities modeling observations with varying dimensionality, such as text documents of differing lengths or variable-length sequences. The proposed measure is an instance of the kernel…
In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…
In this paper a new class of uniformity tests is proposed. It is shown that those tests are applicable to the cases of any simple null hypothesis as well as for the composite null hypothesis of rectangular distributions on arbitrary…
We present a sequential version of the kernelized Stein discrepancy goodness-of-fit test, which allows for conducting goodness-of-fit tests for unnormalized densities that are continuously monitored and adaptively stopped. That is, the…
We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing. The test statistic is straightforward to…
Goodness-of-fit testing is often criticized for its lack of practical relevance: since ``all models are wrong'', the null hypothesis that the data conform to our model is ultimately always rejected as the sample size grows. Despite this,…
We characterize the asymptotic performance of nonparametric goodness of fit testing. The exponential decay rate of the type-II error probability is used as the asymptotic performance metric, and a test is optimal if it achieves the maximum…
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…
Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…
We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…
In many applications, we encounter data on Riemannian manifolds such as torus and rotation groups. Standard statistical procedures for multivariate data are not applicable to such data. In this study, we develop goodness-of-fit testing and…
We investigate properties of goodness-of-fit tests based on the Kernel Stein Discrepancy (KSD). We introduce a strategy to construct a test, called KSDAgg, which aggregates multiple tests with different kernels. KSDAgg avoids splitting the…
Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…
Non-parametric goodness-of-fit testing procedures based on kernel Stein discrepancies (KSD) are promising approaches to validate general unnormalised distributions in various scenarios. Existing works focused on studying kernel choices to…
In the statistical literature, as well as in artificial intelligence and machine learning, measures of discrepancy between two probability distributions are largely used to develop measures of goodness-of-fit. We concentrate on quadratic…
Given two candidate models, and a set of target observations, we address the problem of measuring the relative goodness of fit of the two models. We propose two new statistical tests which are nonparametric, computationally efficient…