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We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

Non-parametric two-sample tests based on energy distance or maximum mean discrepancy are widely used statistical tests for comparing multivariate data from two populations. While these tests enjoy desirable statistical properties, their…

Computation · Statistics 2024-06-11 Elias Chaibub Neto

Kernel-based tests provide a simple yet effective framework that use the theory of reproducing kernel Hilbert spaces to design non-parametric testing procedures. In this paper we propose new theoretical tools that can be used to study the…

Statistics Theory · Mathematics 2022-09-02 Tamara Fernández , Nicolás Rivera

We study the theoretical and practical runtime limits of k-means and k-median clustering on large datasets. Since effectively all clustering methods are slower than the time it takes to read the dataset, the fastest approach is to quickly…

Machine Learning · Computer Science 2024-04-03 Andrew Draganov , David Saulpic , Chris Schwiegelshohn

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

We construct and analyze a neural network two-sample test to determine whether two datasets came from the same distribution (null hypothesis) or not (alternative hypothesis). We perform time-analysis on a neural tangent kernel (NTK)…

Machine Learning · Statistics 2024-07-11 Varun Khurana , Xiuyuan Cheng , Alexander Cloninger

We consider the problem of conditional independence testing: given a response Y and covariates (X,Z), we test the null hypothesis that Y is independent of X given Z. The conditional randomization test (CRT) was recently proposed as a way to…

Methodology · Statistics 2021-06-07 Molei Liu , Eugene Katsevich , Lucas Janson , Aaditya Ramdas

Modern compression methods can summarize a target distribution $\mathbb{P}$ more succinctly than i.i.d. sampling but require access to a low-bias input sequence like a Markov chain converging quickly to $\mathbb{P}$. We introduce a new…

Machine Learning · Statistics 2024-08-02 Lingxiao Li , Raaz Dwivedi , Lester Mackey

In this article a new family of tests is proposed for the comparison problem of the equality of distribution of two-sample under right censoring scheme. The tests are based on energy distance and kernels mean embedding, are calibrated by…

Statistics Theory · Mathematics 2019-01-04 Marcos Matabuena

We present a comprehensive study of the commute time kernel method via the effective resistance framework analyzing the quantum complexity of the originally classical approach. Our study reveals that while there is a trade-off between…

Quantum Physics · Physics 2026-01-06 Adam Wesołowski , Karim Essafi

The kernel Maximum Mean Discrepancy~(MMD) is a popular multivariate distance metric between distributions that has found utility in two-sample testing. The usual kernel-MMD test statistic is a degenerate U-statistic under the null, and thus…

Methodology · Statistics 2025-09-16 Shubhanshu Shekhar , Ilmun Kim , Aaditya Ramdas

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

The goal in thinning is to summarize a dataset using a small set of representative points. Remarkably, sub-Gaussian thinning algorithms like Kernel Halving and Compress can match the quality of uniform subsampling while substantially…

Machine Learning · Statistics 2026-03-03 Annabelle Michael Carrell , Albert Gong , Abhishek Shetty , Raaz Dwivedi , Lester Mackey

Change-point analysis plays a significant role in various fields to reveal discrepancies in distribution in a sequence of observations. While a number of algorithms have been proposed for high-dimensional data, kernel-based methods have not…

Methodology · Statistics 2023-01-10 Hoseung Song , Hao Chen

We present a study of a kernel-based two-sample test statistic related to the Maximum Mean Discrepancy (MMD) in the manifold data setting, assuming that high-dimensional observations are close to a low-dimensional manifold. We characterize…

Machine Learning · Statistics 2024-02-27 Xiuyuan Cheng , Yao Xie

We propose novel statistics which maximise the power of a two-sample test based on the Maximum Mean Discrepancy (MMD), by adapting over the set of kernels used in defining it. For finite sets, this reduces to combining (normalised) MMD…

Machine Learning · Statistics 2023-10-31 Felix Biggs , Antonin Schrab , Arthur Gretton

Conventional test-time adaptation (TTA) approaches typically adapt the model using only a small fraction of test samples, often those with low-entropy predictions, thereby failing to fully leverage the available information in the test…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Nam Nguyen Phuong , Duc Nguyen The Minh , Phi Le Nguyen , Ehsan Abbasnejad , Minh Hoai

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

Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

Machine Learning · Statistics 2026-04-21 Antoine Chatalic , Marco Letizia , Nicolas Schreuder , Lorenzo Rosasco

Randomized controlled trials (RCTs) are the gold standard for causal inference, yet practical constraints often limit the size of the concurrent control arm. Borrowing control data from previous trials offers a potential efficiency gain,…

Methodology · Statistics 2026-03-17 Linying Yang , Xing Liu , Robin J. Evans