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The paper presents new metrics to quantify and test for (i) the equality of distributions and (ii) the independence between two high-dimensional random vectors. We show that the energy distance based on the usual Euclidean distance cannot…
We propose a class of kernel-based two-sample tests, which aim to determine whether two sets of samples are drawn from the same distribution. Our tests are constructed from kernels parameterized by deep neural nets, trained to maximize test…
We propose a novel kernel-based nonparametric two-sample test, employing the combined use of kernel mean and kernel covariance embedding. Our test builds on recent results showing how such combined embeddings map distinct probability…
A common disadvantage in existing distribution-free two-sample testing approaches is that the computational complexity could be high. Specifically, if the sample size is $N$, the computational complexity of those two-sample tests is at…
We propose optimal Bayesian two-sample tests for testing equality of high-dimensional mean vectors and covariance matrices between two populations. In many applications including genomics and medical imaging, it is natural to assume that…
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…
Score-based Generative Models (SGMs) approximate a data distribution by perturbing it with Gaussian noise and subsequently denoising it via a learned reverse diffusion process. These models excel at modeling complex data distributions and…
Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…
The rise of generative models for scientific research calls for the development of new methods to evaluate their fidelity. A natural framework for addressing this problem is two-sample hypothesis testing, namely the task of determining…
We introduce a new approach to nonlinear sufficient dimension reduction in cases where both the predictor and the response are distributional data, modeled as members of a metric space. Our key step is to build universal kernels…
Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…
To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…
In this work, we investigate Gaussian Processes indexed by multidimensional distributions. While directly constructing radial positive definite kernels based on the Wasserstein distance has been proven to be possible in the unidimensional…
This paper is motivated by the comparison of genetic networks based on microarray samples. The aim is to test whether the differences observed between two inferred Gaussian graphical models come from real differences or arise from…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
We revisit extending the Kolmogorov-Smirnov distance between probability distributions to the multidimensional setting and make new arguments about the proper way to approach this generalization. Our proposed formulation maximizes the…
Generative models are invaluable in many fields of science because of their ability to capture high-dimensional and complicated distributions, such as photo-realistic images, protein structures, and connectomes. How do we evaluate the…
Restricted Boltzmann Machines and Deep Belief Networks have been successfully used in probabilistic generative model applications such as image occlusion removal, pattern completion and motion synthesis. Generative inference in such…
Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of deterministic vector-valued inputs and the corresponding…
Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…