Related papers: Using Perturbation to Improve Goodness-of-Fit Test…

Distributional comparison is a fundamental problem in statistical data analysis with numerous applications in a variety of scientific and engineering fields. Numerous methods exist for distributional comparison but kernel Stein's method has…

Sliced Stein discrepancy (SSD) and its kernelized variants have demonstrated promising successes in goodness-of-fit tests and model learning in high dimensions. Despite their theoretical elegance, their empirical performance depends…

We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence…

Unsupervised domain adaptation (UDA) aims to improve model performance on an unlabeled target domain using a related, labeled source domain. A common approach aligns source and target feature distributions by minimizing a distance between…

Distributional approximation is a fundamental problem in machine learning with numerous applications across all fields of science and engineering and beyond. The key challenge in most approximation methods is the need to tackle the…

We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing. The test statistic is straightforward to…

Learning a stationary diffusion amounts to estimating the parameters of a stochastic differential equation whose stationary distribution matches a target distribution. We build on the recently introduced kernel deviation from stationarity…

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…

We propose a novel kernel-based two-sample test that leverages the spectral decomposition of the maximum mean discrepancy (MMD) statistic to identify and utilize well-estimated directional components in reproducing kernel Hilbert space…

Maximum mean discrepancy (MMD) has enjoyed a lot of success in many machine learning and statistical applications, including non-parametric hypothesis testing, because of its ability to handle non-Euclidean data. Recently, it has been…

Given $M \geq 2$ distributions defined on a general measurable space, we introduce a nonparametric (kernel) measure of multi-sample dissimilarity (KMD) -- a parameter that quantifies the difference between the $M$ distributions. The…

Kernel Stein discrepancies (KSDs) are widely used for goodness-of-fit testing, but standard KSDs can be insensitive to higher-order dependence features such as tail dependence. We introduce the Copula-Stein Discrepancy (CSD), which defines…

Stein thinning is a promising algorithm proposed by (Riabiz et al., 2022) for post-processing outputs of Markov chain Monte Carlo (MCMC). The main principle is to greedily minimize the kernelized Stein discrepancy (KSD), which only requires…

Uncertainty evaluation is critical in scientific and engineering inverse problems. However, existing benchmarks on Diffusion Inverse Solvers (DIS) primarily focus on reconstruction accuracy but overlook uncertainty and distributional…

Existing example-based prediction explanation methods often bridge test and training data points through the model's parameters or latent representations. While these methods offer clues to the causes of model predictions, they often…

This paper provides a new theoretical lens for understanding the finite-sample performance of kernel-based specification tests, such as the Kernel Conditional Moment (KCM) test. Rather than introducing a fundamentally new test, we isolate…

The widespread adoption of the \emph{maximum mean discrepancy} (MMD) in goodness-of-fit testing has spurred extensive research on its statistical performance. However, recent studies indicate that the inherent structure of MMD may constrain…

Stein importance sampling is a widely applicable technique based on kernelized Stein discrepancy, which corrects the output of approximate sampling algorithms by reweighting the empirical distribution of the samples. A general analysis of…

In this paper, we study the strong consistency of a bias reduced kernel density estimator and derive a strongly con- sistent Kullback-Leibler divergence (KLD) estimator. As application, we formulate a goodness-of-fit test and an…

Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…