Related papers: Boosting the Power of Kernel Two-Sample Tests

This paper is about two related decision theoretic problems, nonparametric two-sample testing and independence testing. There is a belief that two recently proposed solutions, based on kernels and distances between pairs of points, behave…

We study strictly proper scoring rules in the Reproducing Kernel Hilbert Space. We propose a general Kernel Scoring rule and associated Kernel Divergence. We consider conditions under which the Kernel Score is strictly proper. We then…

We propose a method named as double-scanning method, to improve the key rate of measurement-device-independent quantum key distribution (MDI-QKD) drastically. In the method, two parameters are scanned simultaneously to tightly estimate the…

We study two-sample variable selection: identifying variables that discriminate between the distributions of two sets of data vectors. Such variables help scientists understand the mechanisms behind dataset discrepancies. Although…

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…

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…

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…

In the problem of composite hypothesis testing, identifying the potential uniformly most powerful (UMP) unbiased test is of great interest. Beyond typical hypothesis settings with exponential family, it is usually challenging to prove the…

In this article, we introduce a novel discrepancy called the maximum variance discrepancy for the purpose of measuring the difference between two distributions in Hilbert spaces that cannot be found via the maximum mean discrepancy. We also…

Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

Kernel functions in support vector machines (SVM) are needed to assess the similarity of input samples in order to classify these samples, for instance. Besides standard kernels such as Gaussian (i.e., radial basis function, RBF) or…

This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…

Deep learning models have become a popular choice for medical image analysis. However, the poor generalization performance of deep learning models limits them from being deployed in the real world as robustness is critical for medical…

As a promising step, the performance of data analysis and feature learning are able to be improved if certain pattern matching mechanism is available. One of the feasible solutions can refer to the importance estimation of instances, and…

By facilitating the generation of samples from arbitrary probability distributions, Markov Chain Monte Carlo (MCMC) is, arguably, \emph{the} tool for the evaluation of Bayesian inference problems that yield non-standard posterior…

Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum…

Kernel two-sample testing provides a powerful framework for distinguishing any pair of distributions based on $n$ sample points. However, existing kernel tests either run in $n^2$ time or sacrifice undue power to improve runtime. To address…

Covariate shifts are a common problem in predictive modeling on real-world problems. This paper proposes addressing the covariate shift problem by minimizing Maximum Mean Discrepancy (MMD) statistics between the training and test sets in…

Detecting changes is of fundamental importance when analyzing data streams and has many applications, e.g., in predictive maintenance, fraud detection, or medicine. A principled approach to detect changes is to compare the distributions of…

Unimodality, pivotal in statistical analysis, offers insights into dataset structures and drives sophisticated analytical procedures. While unimodality's confirmation is straightforward for one-dimensional data using methods like…