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We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…

Machine Learning · Statistics 2015-06-16 Kacper Chwialkowski , Aaditya Ramdas , Dino Sejdinovic , Arthur Gretton

The maximum mean discrepancy (MMD) is a recently proposed test statistic for two-sample test. Its quadratic time complexity, however, greatly hampers its availability to large-scale applications. To accelerate the MMD calculation, in this…

Artificial Intelligence · Computer Science 2015-06-19 Ji Zhao , Deyu Meng

We study a variant of quantum hypothesis testing wherein an additional 'inconclusive' measurement outcome is added, allowing one to abstain from attempting to discriminate the hypotheses. The error probabilities are then conditioned on a…

Quantum Physics · Physics 2024-07-09 Bartosz Regula , Ludovico Lami , Mark M. Wilde

This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis

We present a novel neural network Maximum Mean Discrepancy (MMD) statistic by identifying a new connection between neural tangent kernel (NTK) and MMD. This connection enables us to develop a computationally efficient and memory-efficient…

Machine Learning · Statistics 2021-10-19 Xiuyuan Cheng , Yao Xie

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…

Machine Learning · Statistics 2025-04-22 Oscar Key , Arthur Gretton , François-Xavier Briol , Tamara Fernandez

We consider the problem of detecting the true quantum state among $r$ possible ones, based of measurements performed on $n$ copies of a finite-dimensional quantum system. A special case is the problem of discriminating between $r$…

Quantum Physics · Physics 2012-05-14 Michael Nussbaum , Arleta Szkoła

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP)…

Statistics Theory · Mathematics 2015-05-26 Humberto Moreira , Marcelo J. Moreira

We propose a novel adaptive test of goodness-of-fit, with computational cost linear in the number of samples. We learn the test features that best indicate the differences between observed samples and a reference model, by minimizing the…

Machine Learning · Statistics 2017-10-25 Wittawat Jitkrittum , Wenkai Xu , Zoltan Szabo , Kenji Fukumizu , Arthur Gretton

Detecting the emergence of abrupt property changes in time series is a challenging problem. Kernel two-sample test has been studied for this task which makes fewer assumptions on the distributions than traditional parametric approaches.…

Machine Learning · Statistics 2019-01-21 Wei-Cheng Chang , Chun-Liang Li , Yiming Yang , Barnabás Póczos

The asymptotic rates of information-theoretic protocols - including error exponents, compression rates, and channel capacities - are traditionally defined under the idealised assumption that the underlying resource (state or channel) is…

Quantum Physics · Physics 2026-05-19 Filippo Girardi , Nilanjana Datta , Giacomo De Palma , Ludovico Lami

We propose a novel kernel-based nonparametric two-sample test, employing the combined use of kernel mean and kernel covariance embedding. Our test builds on recent results showing how such combined embeddings map distinct probability…

Machine Learning · Statistics 2025-09-16 Leonardo V. Santoro , Victor M. Panaretos

We consider the convolution model where i.i.d. random variables $X_i$ having unknown density $f$ are observed with additive i.i.d. noise, independent of the $X$'s. We assume that the density $f$ belongs to either a Sobolev class or a class…

Statistics Theory · Mathematics 2009-09-29 Cristina Butucea

In this paper, we treat an asymptotic hypothesis testing (or state discrimination with asymmetric treatment of errors) between an arbitrary fixed bipartite pure state and the completely mixed state by one-way LOCC, two-way LOCC, and…

Quantum Physics · Physics 2020-10-06 Masaki Owari , Masahito Hayashi

This paper considers the asymptotic theory of a semiparametric M-estimator that is generally applicable to models that satisfy a monotonicity condition in one or several parametric indexes. We call the estimator two-stage maximum score…

Econometrics · Economics 2022-09-16 Wayne Yuan Gao , Sheng Xu , Kan Xu

This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…

Probability · Mathematics 2010-06-16 Pascal Bianchi , Merouane Debbah , Mylène Maïda , Jamal Najim

We introduce the Kernel Calibration Conditional Stein Discrepancy test (KCCSD test), a non-parametric, kernel-based test for assessing the calibration of probabilistic models with well-defined scores. In contrast to previous methods, our…

Machine Learning · Statistics 2025-10-17 Pierre Glaser , David Widmann , Fredrik Lindsten , Arthur Gretton

The concept of antidistinguishability of quantum states has been studied to investigate foundational questions in quantum mechanics. It is also called quantum state elimination, because the goal of such a protocol is to guess which state,…

Quantum Physics · Physics 2024-06-14 Hemant K. Mishra , Michael Nussbaum , Mark M. Wilde

We study a class of distributed hypothesis testing against conditional independence problems. Under the criterion that stipulates minimization of the Type II error rate subject to a (constant) upper bound $\epsilon$ on the Type I error…

Information Theory · Computer Science 2019-04-08 Abdellatif Zaidi , Inaki Estella Aguerri

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
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