Related papers: MMD Aggregated Two-Sample Test

The paper deals with minimax optimal statistical tests for two composite hypotheses, where each hypothesis is defined by a non-parametric uncertainty set of feasible distributions. It is shown that for every pair of uncertainty sets of the…

In domain adaptation, maximum mean discrepancy (MMD) has been widely adopted as a discrepancy metric between the distributions of source and target domains. However, existing MMD-based domain adaptation methods generally ignore the changes…

High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…

In the progress of industrial anomaly detection, general anomaly detection (GAD) is an emerging trend and also the ultimate goal. Unlike the conventional single- and multi-class AD, general AD aims to train a general AD model that can…

Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…

We propose a set of kernel-based tools to evaluate the designs and tune the hyperparameters of conditional sequence models, with a focus on problems in computational biology. The backbone of our tools is a new measure of discrepancy between…

Independence analysis is an indispensable step before regression analysis to find out essential factors that influence the objects. With many applications in machine Learning, medical Learning and a variety of disciplines, statistical…

Data depth has been applied as a nonparametric measurement for ranking multivariate samples. In this paper, we focus on homogeneity tests to assess whether two multivariate samples are from the same distribution. There are many data…

Anomaly detection is a crucial machine-learning task with wide-ranging applications. Deep Support Vector Data Description (Deep SVDD) is a prominent deep one-class method, but it is vulnerable to hypersphere collapse, often relies on…

We propose a new adaptive hypothesis test for inequality (e.g., monotonicity, convexity) and equality (e.g., parametric, semiparametric) restrictions on a structural function in a nonparametric instrumental variables (NPIV) model. Our test…

We formally map the problem of sampling from an unknown distribution with a density in $\mathbb{R}^d$ to the problem of learning and sampling a smoother density in $\mathbb{R}^{Md}$ obtained by convolution with a fixed factorial kernel: the…

We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…

Mendelian randomization (MR) is a method of exploiting genetic variation to unbiasedly estimate a causal effect in presence of unmeasured confounding. MR is being widely used in epidemiology and other related areas of population science. In…

With the widespread availability of sensor data across industrial and operational systems, we frequently encounter heterogeneous time series from multiple systems. Anomaly detection is crucial for such systems to facilitate predictive…

This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…

Measuring divergence between two distributions is essential in machine learning and statistics and has various applications including binary classification, change point detection, and two-sample test. Furthermore, in the era of big data,…

We study the group testing problem with non-adaptive randomized algorithms. Several models have been discussed in the literature to determine how to randomly choose the tests. For a model ${\cal M}$, let $m_{\cal M}(n,d)$ be the minimum…

We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simple test that involves one-dimensional kernel smoothing, so that the rate at which it detects local alternatives is independent of the number…

Given a nonparametric Hidden Markov Model (HMM) with two states, the question of constructing efficient multiple testing procedures is considered, treating one of the states as an unknown null hypothesis. A procedure is introduced, based on…

We introduce kernel density machines (KDM), an agnostic kernel-based framework for learning the Radon-Nikodym derivative (density) between probability measures under minimal assumptions. KDM applies to general measurable spaces and avoids…