Related papers: Boosting the Power of Kernel Two-Sample Tests
In this paper, we address the problem of two-sample testing in the presence of missing data under a variety of missingness mechanisms. Our focus is on the well-known energy distance-based two-sample test. In addition to the standard…
As a novel similarity measure that is defined as the expectation of a kernel function between two random variables, correntropy has been successfully applied in robust machine learning and signal processing to combat large outliers. The…
Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…
Biclustering algorithms partition data and covariates simultaneously, providing new insights in several domains, such as analyzing gene expression to discover new biological functions. This paper develops a new model-free biclustering…
Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these…
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 propose an improved estimator for the multi-task averaging problem, whose goal is the joint estimation of the means of multiple distributions using separate, independent data sets. The naive approach is to take the empirical mean of each…
Generative moment matching network (GMMN) is a deep generative model that differs from Generative Adversarial Network (GAN) by replacing the discriminator in GAN with a two-sample test based on kernel maximum mean discrepancy (MMD).…
Multiple kernel clustering (MKC) is committed to achieving optimal information fusion from a set of base kernels. Constructing precise and local kernel matrices is proved to be of vital significance in applications since the unreliable…
We investigate penalized maximum log-likelihood estimation for exponential family distributions whose natural parameter resides in a reproducing kernel Hilbert space. Key to our approach is a novel technique, doubly dual embedding, that…
We investigate the training and performance of generative adversarial networks using the Maximum Mean Discrepancy (MMD) as critic, termed MMD GANs. As our main theoretical contribution, we clarify the situation with bias in GAN loss…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
There exist some testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, they ignore the presence of estimated parameters in the case of composite null hypotheses. In this…
Kernel $k$-means clustering is a powerful tool for unsupervised learning of non-linearly separable data. Since the earliest attempts, researchers have noted that such algorithms often become trapped by local minima arising from…
We propose a novel data-driven method to learn a mixture of multiple kernels with random features that is certifiabaly robust against adverserial inputs. Specifically, we consider a distributionally robust optimization of the kernel-target…
Distances between probability distributions are a key component of many statistical machine learning tasks, from two-sample testing to generative modeling, among others. We introduce a novel distance between measures that compares them…
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…
Subsampling methods aim to select a subsample as a surrogate for the observed sample. Such methods have been used pervasively in large-scale data analytics, active learning, and privacy-preserving analysis in recent decades. Instead of…
We provide a distribution-free test that can be used to determine whether any two joint distributions $p$ and $q$ are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we…
An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…