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Approximate Markov chain Monte Carlo (MCMC) offers the promise of more rapid sampling at the cost of more biased inference. Since standard MCMC diagnostics fail to detect these biases, researchers have developed computable Stein discrepancy…

Machine Learning · Statistics 2020-10-16 Jackson Gorham , Lester Mackey

Probability metrics have become an indispensable part of modern statistics and machine learning, and they play a quintessential role in various applications, including statistical hypothesis testing and generative modeling. However, in a…

Machine Learning · Statistics 2020-03-02 Soheil Kolouri , Kimia Nadjahi , Umut Simsekli , Shahin Shahrampour

We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…

Machine Learning · Computer Science 2015-03-20 Arash Afkanpour , András György , Csaba Szepesvári , Michael Bowling

Optimal transport distances, otherwise known as Wasserstein distances, have recently drawn ample attention in computer vision and machine learning as a powerful discrepancy measure for probability distributions. The recent developments on…

Machine Learning · Computer Science 2015-11-11 Soheil Kolouri , Yang Zou , Gustavo K. Rohde

We propose a novel supervised learning method to optimize the kernel in the maximum mean discrepancy generative adversarial networks (MMD GANs), and the kernel support vector machines (SVMs). Specifically, we characterize a distributionally…

Machine Learning · Computer Science 2020-02-25 Masoud Badiei Khuzani , Liyue Shen , Shahin Shahrampour , Lei Xing

Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…

Machine Learning · Statistics 2024-11-27 Linda Chamakh , Zoltan Szabo

We introduce a (de)-regularization of the Maximum Mean Discrepancy (DrMMD) and its Wasserstein gradient flow. Existing gradient flows that transport samples from source distribution to target distribution with only target samples, either…

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2019-04-16 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2019-04-17 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

Stein variational gradient descent (SVGD) and its variants have shown promising successes in approximate inference for complex distributions. In practice, we notice that the kernel used in SVGD-based methods has a decisive effect on the…

Machine Learning · Computer Science 2022-11-29 Qingzhong Ai , Shiyu Liu , Lirong He , Zenglin Xu

Approximating a probability distribution using a set of particles is a fundamental problem in machine learning and statistics, with applications including clustering and quantization. Formally, we seek a weighted mixture of Dirac measures…

Machine Learning · Statistics 2026-04-24 Ayoub Belhadji , Daniel Sharp , Youssef Marzouk

Commonly used $f$-divergences of measures, e.g., the Kullback-Leibler divergence, are subject to limitations regarding the support of the involved measures. A remedy is regularizing the $f$-divergence by a squared maximum mean discrepancy…

Machine Learning · Statistics 2025-04-14 Viktor Stein , Sebastian Neumayer , Nicolaj Rux , Gabriele Steidl

The paper introduces a new kernel-based Maximum Mean Discrepancy (MMD) statistic for measuring the distance between two distributions given finitely-many multivariate samples. When the distributions are locally low-dimensional, the proposed…

Machine Learning · Statistics 2018-09-03 Xiuyuan Cheng , Alexander Cloninger , Ronald R. Coifman

Maximum mean discrepancies (MMDs) like the kernel Stein discrepancy (KSD) have grown central to a wide range of applications, including hypothesis testing, sampler selection, distribution approximation, and variational inference. In each…

Machine Learning · Statistics 2025-03-26 Alessandro Barp , Carl-Johann Simon-Gabriel , Mark Girolami , Lester Mackey

Motivated by the increasing availability of low- and mixed-precision arithmetic on modern hardware, we develop mixed-precision variants of Lloyd's algorithm for k-means clustering. The main ingredient is a family of mixed-precision kernels…

Numerical Analysis · Mathematics 2026-05-26 Erin Carson , Xinye Chen , Xiaobo Liu

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).…

Machine Learning · Computer Science 2017-11-28 Chun-Liang Li , Wei-Cheng Chang , Yu Cheng , Yiming Yang , Barnabás Póczos

Flow Matching has recently gained attention in generative modeling as a simple and flexible alternative to diffusion models. While existing statistical guarantees adapt tools from the analysis of diffusion models, we take a different…

Machine Learning · Statistics 2026-03-18 Lea Kunkel , Mathias Trabs

We present a novel neural network Maximum Mean Discrepancy (MMD) statistic by identifying a new connection between neural tangent kernel (NTK) and MMD. This connection enables us to develop a computationally efficient and memory-efficient…

Machine Learning · Statistics 2021-10-19 Xiuyuan Cheng , Yao Xie

We give quantitative estimates for the rate of convergence of Riemannian stochastic gradient descent (RSGD) to Riemannian gradient flow and to a diffusion process, the so-called Riemannian stochastic modified flow (RSMF). Using tools from…

Machine Learning · Computer Science 2025-03-10 Benjamin Gess , Sebastian Kassing , Nimit Rana

Persistence diagrams (PDs) play a key role in topological data analysis (TDA), in which they are routinely used to describe topological properties of complicated shapes. PDs enjoy strong stability properties and have proven their utility in…

Computational Geometry · Computer Science 2017-11-10 Mathieu Carrière , Marco Cuturi , Steve Oudot