Related papers: MMD Aggregated Two-Sample Test
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…
I study the estimation of semiparametric monotone index models in the scenario where the number of observation points $n$ is extremely large and conventional approaches fail to work due to heavy computational burdens. Motivated by the…
Evaluating generative adversarial networks (GANs) is inherently challenging. In this paper, we revisit several representative sample-based evaluation metrics for GANs, and address the problem of how to evaluate the evaluation metrics. We…
Nonparametric two-sample testing is a classical problem in inferential statistics. While modern two-sample tests, such as the edge count test and its variants, can handle multivariate and non-Euclidean data, contemporary gargantuan datasets…
Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…
It is common to model a deterministic response function, such as the output of a computer experiment, as a Gaussian process with a Mat\'ern covariance kernel. The smoothness parameter of a Mat\'ern kernel determines many important…
We propose a novel supervised learning method to optimize the kernel in the maximum mean discrepancy generative adversarial networks (MMD GANs), and the kernel support vector machines (SVMs). Specifically, we characterize a distributionally…
In this paper, we propose a test for the equality of multiple distributions based on kernel mean embeddings. Our framework provides a flexible way to handle multivariate or even high-dimensional data by virtue of kernel methods and allows…
The standardized mean difference (SMD) is a widely used measure of effect size, particularly common in psychology, clinical trials, and meta-analysis involving continuous outcomes. Traditionally, under the equal variance assumption, the SMD…
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…
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…
We investigate the training and performance of generative adversarial networks using the Maximum Mean Discrepancy (MMD) as critic, termed MMD GANs. As our main theoretical contribution, we clarify the situation with bias in GAN loss…
We develop a unified framework for automatic debiased machine learning (autoDML) for inference on a broad class of statistical parameters. The framework applies to any smooth functional of a nonparametric M-estimand, defined as the…
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…
We consider the problem of two-sample testing in a semi-supervised setting with abundant unlabeled covariate data. Standard two-sample tests neglect covariate information, which has the potential to significantly boost performance. However,…
Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The…
Recently in [1, 2], Ali-Akbar Bromideh introduced the Kullback-Leibler Divergence (KLD) test statistic in discrim- inating between two models. It was found that the Ratio Minimized Kulback-Leibler Divergence (RMKLD) works better than the…
This paper deals with robust inference for parametric copula models. Estimation using Canonical Maximum Likelihood might be unstable, especially in the presence of outliers. We propose to use a procedure based on the Maximum Mean…
Bias evaluation is fundamental to trustworthy AI, both in terms of checking data quality and in terms of checking the outputs of AI systems. In testing data quality, for example, one may study the distance of a given dataset, viewed as a…
Detecting single-trial P300 from EEG is difficult when only a few labeled trials are available. When attempting to boost a small target set with a large source dataset through transfer learning, cross-dataset shift arises. To address this…