Related papers: MMD Aggregated Two-Sample Test

We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…

We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…

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Maximum mean discrepancy (MMD) has been widely employed to measure the distance between probability distributions. In this paper, we propose using MMD to solve continuous multi-objective optimization problems (MOPs). For solving MOPs, a…

Generating samples from limited information is a fundamental problem across scientific domains. Classical maximum entropy methods provide principled uncertainty quantification from moment constraints but require sampling via MCMC or…

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Variable screening has been a useful research area that deals with ultrahigh-dimensional data. When there exist both marginally and jointly dependent predictors to the response, existing methods such as conditional screening or iterative…

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The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…

A classic inferential statistical problem is the goodness-of-fit (GOF) test. Such a test can be challenging when the hypothesized parametric model has an intractable likelihood and its distributional form is not available. Bayesian methods…

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This work focuses on non-adaptive combinatorial group testing, with a primary goal of efficiently identifying a set of at most $d$ defective elements among a given set of $n$ elements using the fewest possible tests. Non-adaptive…

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…

We propose a kernel-based nonparametric framework for mean-variance optimization that enables inference on economically motivated shape constraints in finance, including positivity, monotonicity, and convexity. Many central hypotheses in…

In the field of machine learning, model performance is usually assessed by randomly splitting data into training and test sets. Different random splits, however, can yield markedly different performance estimates, so a genuinely good model…

Scientific research and engineering practice often require the modeling and decomposition of nonlinear systems. The Dynamic Mode Decomposition (DMD) is a novel Koopman-based technique that effectively dissects high-dimensional nonlinear…