Related papers: Distance and Kernel-Based Measures for Global and …
We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, maximum mean…
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…
We introduce a kernel-based two-sample test for comparing probability distributions up to group actions. Our construction yields invariant kernels for locally compact $\sigma$-compact groups and extends classical Haar-based approaches…
This paper considers a class of nonparametric autoregressive models with nonstationarity. We propose a nonparametric kernel test for the conditional mean and then establish an asymptotic distribution of the proposed test. Both the setting…
This paper provides a unifying view of optimal kernel hypothesis testing across the MMD two-sample, HSIC independence, and KSD goodness-of-fit frameworks. Minimax optimal separation rates in the kernel and $L^2$ metrics are presented, with…
This document reviews the definition of the kernel distance, providing a gentle introduction tailored to a reader with background in theoretical computer science, but limited exposure to technology more common to machine learning,…
Motivated by the increasing use of kernel-based metrics for high-dimensional and large-scale data, we study the asymptotic behavior of kernel two-sample tests when the dimension and sample sizes both diverge to infinity. We focus on the…
Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…
We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…
This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of…
In this paper we deal with the problem of testing for the equality of $k$ probability distributions defined on $(\mathcal{X},\mathcal{B})$, where $\mathcal{X}$ is a metric space and $\mathcal{B}$ is the corresponding Borel $\sigma$-field.…
This article concerns testing for equality of distribution between groups. We focus on screening variables with shared distributional features such as common support, modes and patterns of skewness. We propose a Bayesian testing method…
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…
We propose a new one-sample test for normality in a Reproducing Kernel Hilbert Space (RKHS). Namely, we test the null-hypothesis of belonging to a given family of Gaussian distributions. Hence our procedure may be applied either to test…
Kernel-weighted test statistics have been widely used in a variety of settings including non-stationary regression, inference on propensity score and panel data models. We develop the limit theory for a kernel-based specification test of a…
We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has…
The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…
The aim of this article is to establish basic results in a conditional measure theory. The results are applied to prove that arbitrary kernels and conditional distributions are represented by measures in a conditional set theory. In…
With the widespread application of causal inference, it is increasingly important to have tools which can test for the presence of causal effects in a diverse array of circumstances. In this vein we focus on the problem of testing for…
Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…