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Existing domain adaptation methods aim to reduce the distributional difference between the source and target domains and respect their specific discriminative information, by establishing the Maximum Mean Discrepancy (MMD) and the…

Machine Learning · Computer Science 2020-07-03 Wei Wang , Haojie Li , Zhengming Ding , Zhihui Wang

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

We propose two novel nonparametric two-sample kernel tests based on the Maximum Mean Discrepancy (MMD). First, for a fixed kernel, we construct an MMD test using either permutations or a wild bootstrap, two popular numerical procedures to…

Machine Learning · Statistics 2023-08-22 Antonin Schrab , Ilmun Kim , Mélisande Albert , Béatrice Laurent , Benjamin Guedj , Arthur Gretton

Representing, comparing, and measuring the distance between probability distributions is a key task in computational statistics and machine learning. The choice of representation and the associated distance determine properties of the…

Machine Learning · Statistics 2026-02-26 Masha Naslidnyk

Bias evaluation is fundamental to trustworthy AI, both in terms of checking data quality and in terms of checking the outputs of AI systems. In testing data quality, for example, one may study the distance of a given dataset, viewed as a…

Machine Learning · Computer Science 2025-06-12 Jiří Němeček , Mark Kozdoba , Illia Kryvoviaz , Tomáš Pevný , Jakub Mareček

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

Measuring divergence between two distributions is essential in machine learning and statistics and has various applications including binary classification, change point detection, and two-sample test. Furthermore, in the era of big data,…

Kernel methods provide a flexible and powerful framework for nonparametric statistical testing by embedding probability distributions into a reproducing kernel Hilbert space (RKHS). In this work, we study the kernel two-sample testing…

Statistics Theory · Mathematics 2026-04-09 Perrine Lacroix , Bertrand Michel , Franck Picard , Vincent Rivoirard

The standardized mean difference (SMD) is a widely used measure of effect size, particularly common in psychology, clinical trials, and meta-analysis involving continuous outcomes. Traditionally, under the equal variance assumption, the SMD…

Methodology · Statistics 2025-06-05 Jiandong Shi , Xiaochen Zhang , Lu Lin , Hiu Yee Kwan , Tiejun Tong

We study the maximum mean discrepancy (MMD) in the context of critical transitions modelled by fast-slow stochastic dynamical systems. We establish a new link between the dynamical theory of critical transitions with the statistical aspects…

Pattern Formation and Solitons · Physics 2019-01-30 Boumediene Hamzi , Christian Kuehn , Sameh Mohamed

Probabilistic forecasting is increasingly critical across high-stakes domains, from finance and epidemiology to climate science. However, current evaluation frameworks lack a consensus metric and suffer from two critical flaws: they often…

Machine Learning · Computer Science 2026-02-12 Benjamin R. Redhead , Thomas L. Lee , Peng Gu , Víctor Elvira , Amos Storkey

In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…

Machine Learning · Computer Science 2025-02-11 Yijin Ni , Xiaoming Huo

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…

Machine Learning · Statistics 2026-05-05 Peter Moskvichev , Siu Lun Chau , Dino Sejdinovic

We introduce a kernel-based two-sample test for comparing probability distributions up to group actions. Our construction yields invariant kernels for locally compact $\sigma$-compact groups and extends classical Haar-based approaches…

Statistics Theory · Mathematics 2026-03-18 Madison Giacofci , Anouar Meynaoui , Alex Podgorny

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we…

Methodology · Statistics 2019-06-17 Francois-Xavier Briol , Alessandro Barp , Andrew B. Duncan , Mark Girolami

How similar are two images? In computational pathology, where Whole Slide Images (WSIs) of digitally scanned tissue samples from patients can be multi-gigapixels in size, determination of degree of similarity between two WSIs is a…

Image and Video Processing · Electrical Eng. & Systems 2023-01-24 Piotr Keller , Muhammad Dawood , Fayyaz ul Amir Afsar Minhas

Recent years have seen a surge in methods for two-sample testing, among which the Maximum Mean Discrepancy (MMD) test has emerged as an effective tool for handling complex and high-dimensional data. Despite its success and widespread…

Machine Learning · Statistics 2026-05-21 Ikjun Choi , Ilmun Kim

Modern data analyses frequently encounter settings where samples of variables are contaminated by measurement error. Ignoring measurement noise can substantially degrade statistical inference, while existing correction techniques are often…

Methodology · Statistics 2026-04-15 Ritwik Vashistha , Jeff M. Phillips , Abhra Sarkar , Arya Farahi

We consider the variable selection problem for two-sample tests, aiming to select the most informative variables to determine whether two collections of samples follow the same distribution. To address this, we propose a novel framework…

Machine Learning · Statistics 2024-12-23 Jie Wang , Santanu S. Dey , Yao Xie

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