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Related papers: A Kernel Two-sample Test for Dynamical Systems

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Modern kernel-based two-sample tests have shown great success in distinguishing complex, high-dimensional distributions with appropriate learned kernels. Previous work has demonstrated that this kernel learning procedure succeeds, assuming…

Machine Learning · Statistics 2022-01-06 Feng Liu , Wenkai Xu , Jie Lu , Danica J. Sutherland

We propose a class of kernel-based two-sample tests, which aim to determine whether two sets of samples are drawn from the same distribution. Our tests are constructed from kernels parameterized by deep neural nets, trained to maximize test…

Machine Learning · Statistics 2021-01-15 Feng Liu , Wenkai Xu , Jie Lu , Guangquan Zhang , Arthur Gretton , Danica J. Sutherland

To adapt kernel two-sample and independence testing to complex structured data, aggregation of multiple kernels is frequently employed to boost testing power compared to single-kernel tests. However, we observe a phenomenon that directly…

Machine Learning · Computer Science 2025-10-14 Zhijian Zhou , Xunye Tian , Liuhua Peng , Chao Lei , Antonin Schrab , Danica J. Sutherland , Feng Liu

In modern data analysis, nonparametric measures of discrepancies between random variables are particularly important. The subject is well-studied in the frequentist literature, while the development in the Bayesian setting is limited where…

Methodology · Statistics 2022-01-25 Qinyi Zhang , Veit Wild , Sarah Filippi , Seth Flaxman , Dino Sejdinovic

Testing the equality of two conditional distributions is crucial in various modern applications, including transfer learning and causal inference. Despite its importance, this fundamental problem has received surprisingly little attention…

Methodology · Statistics 2025-09-04 Jian Yan , Zhuoxi Li , Xianyang Zhang

Kernel two-sample tests have been widely used, and the development of efficient methods for high-dimensional, large-scale data is receiving increasing attention in the big data era. However, existing methods, such as the maximum mean…

Methodology · Statistics 2025-10-03 Hoseung Song , Hao Chen

In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose a consistent estimate of this measure which can be computed…

Methodology · Statistics 2024-08-30 Anirban Chatterjee , Ziang Niu , Bhaswar B. Bhattacharya

Hamiltonian dynamics describe a wide range of physical systems. As such, data-driven simulations of Hamiltonian systems are important for many scientific and engineering problems. In this work, we propose kernel-based methods for…

Numerical Analysis · Mathematics 2025-09-23 Yasamin Jalalian , Mostafa Samir , Boumediene Hamzi , Peyman Tavallali , Houman Owhadi

We present a general framework for hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of…

Methodology · Statistics 2021-02-03 Alexis Bellot , Mihaela van der Schaar

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

We propose a framework for analyzing and comparing distributions, allowing us to design statistical tests to determine if two samples are drawn from different distributions. Our test statistic is the largest difference in expectations over…

Machine Learning · Computer Science 2008-05-16 Arthur Gretton , Karsten Borgwardt , Malte J. Rasch , Bernhard Scholkopf , Alexander J. Smola

Machine learning and deep learning have been used extensively to classify physical surfaces through images and time-series contact data. However, these methods rely on human expertise and entail the time-consuming processes of data and…

Machine Learning · Computer Science 2023-08-10 Behnam Khojasteh , Friedrich Solowjow , Sebastian Trimpe , Katherine J. Kuchenbecker

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

Two-sample and independence tests with the kernel-based MMD and HSIC have shown remarkable results on i.i.d. data and stationary random processes. However, these statistics are not directly applicable to non-stationary random processes, a…

Methodology · Statistics 2021-01-05 Felix Laumann , Julius von Kügelgen , Mauricio Barahona

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

We propose a novel kernel-based two-sample test that leverages the spectral decomposition of the maximum mean discrepancy (MMD) statistic to identify and utilize well-estimated directional components in reproducing kernel Hilbert space…

Methodology · Statistics 2025-08-21 Rui Cui , Yuhao Li , Xiaojun Song

The two-sample hypothesis testing problem is studied for the challenging scenario of high dimensional data sets with small sample sizes. We show that the two-sample hypothesis testing problem can be posed as a one-class set classification…

Machine Learning · Statistics 2017-11-15 Hamed Masnadi-Shirazi

A low-dimensional dynamical system is observed in an experiment as a high-dimensional signal; for example, a video of a chaotic pendulums system. Assuming that we know the dynamical model up to some unknown parameters, can we estimate the…

Machine Learning · Statistics 2021-11-24 Ofir Lindenbaum , Amir Sagiv , Gal Mishne , Ronen Talmon

An approach based on the kernel methods for capturing the nonlinear interdependence between two signals is introduced. It is demonstrated that the proposed approach is useful for characterizing generalized synchronization with a successful…

Chaotic Dynamics · Physics 2009-11-11 Hiromichi Suetani , Yukito Iba , Kazuyuki Aihara

We study two-sample variable selection: identifying variables that discriminate between the distributions of two sets of data vectors. Such variables help scientists understand the mechanisms behind dataset discrepancies. Although…

Machine Learning · Statistics 2025-11-06 Kensuke Mitsuzawa , Motonobu Kanagawa , Stefano Bortoli , Margherita Grossi , Paolo Papotti
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