Related papers: Generative Sliced MMD Flows with Riesz Kernels
The aim of this paper is twofold. Based on the geometric Wasserstein tangent space, we first introduce Wasserstein steepest descent flows. These are locally absolutely continuous curves in the Wasserstein space whose tangent vectors point…
Distances between probability distributions that take into account the geometry of their sample space,like the Wasserstein or the Maximum Mean Discrepancy (MMD) distances have received a lot of attention in machine learning as they can, for…
Modern large-scale kernel-based tests such as maximum mean discrepancy (MMD) and kernelized Stein discrepancy (KSD) optimize kernel hyperparameters on a held-out sample via data splitting to obtain the most powerful test statistics. While…
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…
On a smooth compact connected $d$-dimensional Riemannian manifold $M$, if $0 < s < d$ then an asymptotically equidistributed sequence of finite subsets of $M$ that is also well-separated yields a sequence of Riesz $s$-energies that…
An adaptive bandwidth selection procedure for the mixture kernel in the maximum mean discrepancy (MMD) for fitting generative moment matching networks (GMMNs) is introduced, and its ability to improve the learning of copula random number…
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…
This article provides a practical introduction to kernel discrepancies, focusing on the Maximum Mean Discrepancy (MMD), the Hilbert-Schmidt Independence Criterion (HSIC), and the Kernel Stein Discrepancy (KSD). Various estimators for these…
Distribution matching is central to many vision and graphics tasks, where the widely used Wasserstein distance is too costly to compute for high dimensional distributions. The Sliced Wasserstein Distance (SWD) offers a scalable alternative,…
Several emerging post-Bayesian methods target a probability distribution for which an entropy-regularised variational objective is minimised. This increased flexibility introduces a computational challenge, as one loses access to an…
We propose the Monge Inception Distance (MIND), a metric for evaluating generative models that addresses key limitations of the widely adopted Fr\'echet Inception Distance (FID). The MIND metric leverages the sliced Wasserstein distance to…
Sliced Wasserstein (SW) distance suffers from redundant projections due to independent uniform random projecting directions. To partially overcome the issue, max K sliced Wasserstein (Max-K-SW) distance ($K\geq 1$), seeks the best…
Generative networks implicitly approximate complex densities from their sampling with impressive accuracy. However, because of the enormous scale of modern datasets, this training process is often computationally expensive. We cast…
With the rapid increase of big data, distributed Machine Learning (ML) has been widely applied in training large-scale models. Stochastic Gradient Descent (SGD) is arguably the workhorse algorithm of ML. Distributed ML models trained by SGD…
Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…
The Maximum Mean Discrepancy (MMD) is a cornerstone statistic for nonparametric two-sample testing, but its test power is dictated entirely by the chosen kernel. Because any fixed kernel inherently fails to distinguish certain…
Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions…
Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…
When maximum likelihood estimation is infeasible, one often turns to score matching, contrastive divergence, or minimum probability flow to obtain tractable parameter estimates. We provide a unifying perspective of these techniques as…
Gaussian processes are distributions over functions that are versatile and mathematically convenient priors in Bayesian modelling. However, their use is often impeded for data with large numbers of observations, $N$, due to the cubic (in…