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Over the last decade, an approach that has gained a lot of popularity to tackle nonparametric testing problems on general (i.e., non-Euclidean) domains is based on the notion of reproducing kernel Hilbert space (RKHS) embedding of…

Statistics Theory · Mathematics 2024-05-03 Omar Hagrass , Bharath K. Sriperumbudur , Bing Li

The paper presents new metrics to quantify and test for (i) the equality of distributions and (ii) the independence between two high-dimensional random vectors. We show that the energy distance based on the usual Euclidean distance cannot…

Methodology · Statistics 2019-10-01 Shubhadeep Chakraborty , Xianyang Zhang

This work presents novel and powerful tests for comparing non-proportional hazard functions, based on sample-space partitions. Right censoring introduces two major difficulties which make the existing sample-space partition tests for…

Methodology · Statistics 2021-03-16 Malka Gorfine , Matan Schlesinger , Li Hsu

We propose a nonparametric two-sample test procedure based on Maximum Mean Discrepancy (MMD) for testing the hypothesis that two samples of functions have the same underlying distribution, using kernels defined on function spaces. This…

Statistics Theory · Mathematics 2020-10-20 George Wynne , Andrew B. Duncan

A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice…

Machine Learning · Computer Science 2014-02-11 Wojciech Zaremba , Arthur Gretton , Matthew Blaschko

This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…

Statistics Theory · Mathematics 2020-11-05 Saeed Hayati , Kenji Fukumizu , Afshin Parvardeh

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

Kernel mean embeddings have recently attracted the attention of the machine learning community. They map measures $\mu$ from some set $M$ to functions in a reproducing kernel Hilbert space (RKHS) with kernel $k$. The RKHS distance of two…

Machine Learning · Statistics 2019-12-18 Carl-Johann Simon-Gabriel , Bernhard Schölkopf

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

We use a suitable version of the so-called "kernel trick" to devise two-sample (homogeneity) tests, especially focussed on high-dimensional and functional data. Our proposal entails a simplification related to the important practical…

Statistics Theory · Mathematics 2024-04-24 Javier Cárcamo , Antonio Cuevas , Luis-Alberto Rodríguez

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…

Methodology · Statistics 2025-10-01 Marianthi Markatou , Giovanni Saraceno

Survival Analysis and Reliability Theory are concerned with the analysis of time-to-event data, in which observations correspond to waiting times until an event of interest such as death from a particular disease or failure of a component…

Machine Learning · Statistics 2020-08-28 Tamara Fernandez , Nicolas Rivera , Wenkai Xu , Arthur Gretton

We study strictly proper scoring rules in the Reproducing Kernel Hilbert Space. We propose a general Kernel Scoring rule and associated Kernel Divergence. We consider conditions under which the Kernel Score is strictly proper. We then…

Machine Learning · Statistics 2017-04-25 Hamed Masnadi-Shirazi

The focus of this study is to evaluate the effectiveness of Machine Learning (ML) methods for two-sample testing with right-censored observations. To achieve this, we develop several ML-based methods with varying architectures and implement…

Machine Learning · Computer Science 2024-09-27 Petr Philonenko , Sergey Postovalov

Kernel two-sample tests have been widely used for multivariate data to test equality of distributions. However, existing tests based on mapping distributions into a reproducing kernel Hilbert space mainly target specific alternatives and do…

Methodology · Statistics 2023-11-21 Hoseung Song , Hao Chen

In this paper we deal with the problem of testing for the equality of $k$ probability distributions defined on $(\mathcal{X},\mathcal{B})$, where $\mathcal{X}$ is a metric space and $\mathcal{B}$ is the corresponding Borel $\sigma$-field.…

Statistics Theory · Mathematics 2018-12-04 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions…

Machine Learning · Statistics 2026-05-05 Peter Moskvichev , Siu Lun Chau , Dino Sejdinovic

Kernel two-sample testing provides a powerful framework for distinguishing any pair of distributions based on $n$ sample points. However, existing kernel tests either run in $n^2$ time or sacrifice undue power to improve runtime. To address…

Machine Learning · Statistics 2025-03-31 Carles Domingo-Enrich , Raaz Dwivedi , Lester Mackey

This article concerns testing for equality of distribution between groups. We focus on screening variables with shared distributional features such as common support, modes and patterns of skewness. We propose a Bayesian testing method…

Methodology · Statistics 2016-02-19 Eric F. Lock , David B. Dunson

We provide a distribution-free test that can be used to determine whether any two joint distributions $p$ and $q$ are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we…

Machine Learning · Computer Science 2016-07-26 Francesco Solera , Andrea Palazzi