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We propose a framework for analyzing and comparing distributions, allowing us to design statistical tests to determine if two samples are drawn from different distributions. Our test statistic is the largest difference in expectations over…

Machine Learning · Computer Science 2008-05-16 Arthur Gretton , Karsten Borgwardt , Malte J. Rasch , Bernhard Scholkopf , Alexander J. Smola

Detecting uncertainty in large language models (LLMs) is essential for building reliable systems, yet many existing approaches are overly complex and depend on brittle semantic clustering or access to model internals. We introduce Radial…

Machine Learning · Computer Science 2026-04-08 Manh Nguyen , Sunil Gupta , Hung Le

Choice of appropriate structure and parametric dimension of a model in the light of data has a rich history in statistical research, where the first seminal approaches were developed in 1970s, such as the Akaike's and Schwarz's model…

Methodology · Statistics 2022-06-10 Jukka Corander , Ulpu Remes , Timo Koski

We propose a novel approach for pixel classification in hyperspectral images, leveraging on both the spatial and spectral information in the data. The introduced method relies on a recently proposed framework for learning on distributions…

Computer Vision and Pattern Recognition · Computer Science 2016-05-31 Gianni Franchi , Jesus Angulo , Dino Sejdinovic

Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…

Machine Learning · Statistics 2024-10-24 Ambrus Tamás , Balázs Csanád Csáji

The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distributions on the Euclidean space $\mathbb{R}^d$, we introduce…

A key element in transfer learning is representation learning; if representations can be developed that expose the relevant factors underlying the data, then new tasks and domains can be learned readily based on mappings of these salient…

Machine Learning · Computer Science 2014-12-18 Yujia Li , Kevin Swersky , Richard Zemel

Kernel Stein discrepancy (KSD) is a widely used kernel-based measure of discrepancy between probability measures. It is often employed in the scenario where a user has a collection of samples from a candidate probability measure and wishes…

Statistics Theory · Mathematics 2025-02-13 George Wynne , Mikołaj Kasprzak , Andrew B. Duncan

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…

Machine Learning · Statistics 2025-11-25 Man-Chung Yue , Yves Rychener , Daniel Kuhn , Viet Anh Nguyen

This paper proposes an extension of Random Projection Depth (RPD) to cope with multiple modalities and non-convexity on data clouds. In the framework of the proposed method, the RPD is computed in a reproducing kernel Hilbert space. With…

Machine Learning · Statistics 2023-09-07 Akira Tamamori

This article develops a significance test for the Difference-in-Differences (DiD) estimator based on dual-margin randomization, in which both the treatment and time indicators are independently permuted to generate an empirical null…

Econometrics · Economics 2026-05-13 Stanisław Marek Sergiusz Halkiewicz , Andrzej Kałuża

Maximum mean discrepancy (MMD) has been widely adopted in domain adaptation to measure the discrepancy between the source and target domain distributions. Many existing domain adaptation approaches are based on the joint MMD, which is…

Machine Learning · Computer Science 2020-04-13 Wen Zhang , Dongrui Wu

The lack of well-calibrated confidence estimates makes neural networks inadequate in safety-critical domains such as autonomous driving or healthcare. In these settings, having the ability to abstain from making a prediction on…

Machine Learning · Computer Science 2022-07-27 Adam Dziedzic , Stephan Rabanser , Mohammad Yaghini , Armin Ale , Murat A. Erdogdu , Nicolas Papernot

We study the problem of estimating linear response statistics under external perturbations using time series of unperturbed dynamics. Based on the fluctuation-dissipation theory, this problem is reformulated as an unsupervised learning task…

Statistics Theory · Mathematics 2020-12-09 He Zhang , John Harlim , Xiantao Li

Recent advances in generative modeling have led to an increased interest in the study of statistical divergences as means of model comparison. Commonly used evaluation methods, such as the Frechet Inception Distance (FID), correlate well…

Machine Learning · Statistics 2018-10-30 Mehdi S. M. Sajjadi , Olivier Bachem , Mario Lucic , Olivier Bousquet , Sylvain Gelly

This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Raúl Ramos-Pollán , Joseph A. Gallego-Mejia

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

Spiking Neural Networks (SNNs) have become an essential paradigm in neuroscience and artificial intelligence, providing brain-inspired computation. Recent advances in literature have studied the network representations of deep neural…

Neural and Evolutionary Computing · Computer Science 2024-03-20 Biswadeep Chakraborty , Saibal Mukhopadhyay

Statistical divergences (SDs), which quantify the dissimilarity between probability distributions, are a basic constituent of statistical inference and machine learning. A modern method for estimating those divergences relies on…

Statistics Theory · Mathematics 2022-03-30 Sreejith Sreekumar , Ziv Goldfeld

This paper is concerned with functional learning by utilizing two-stage sampled distribution regression. We study a multi-penalty regularization algorithm for distribution regression under the framework of learning theory. The algorithm…

Machine Learning · Computer Science 2023-11-30 Zhan Yu , Daniel W. C. Ho
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