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We consider a three-level meta-analysis of standardized mean differences. The standard method of estimation uses inverse-variance weights and REML/PL estimation of variance components for the random effects. We introduce new moment-based…

Methodology · Statistics 2024-11-05 Elena Kulinskaya , David C. Hoaglin

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Machine Learning · Statistics 2019-05-17 Matthieu Lerasle , Zoltan Szabo , Timothee Mathieu , Guillaume Lecue

In the high-throughput screening (HTS) campaigns, the Z'-factor and strictly standardized mean difference (SSMD) are commonly used to assess the quality of assays and to select hits. However, these measures are vulnerable to outliers and…

Applications · Statistics 2020-01-22 Seongyong Park , Shujaat Khan

Maximum Mean Discrepancy (MMD) has been widely used in the areas of machine learning and statistics to quantify the distance between two distributions in the $p$-dimensional Euclidean space. The asymptotic property of the sample MMD has…

Statistics Theory · Mathematics 2023-08-29 Hanjia Gao , Xiaofeng Shao

Methods for random-effects meta-analysis require an estimate of the between-study variance, $\tau^2$. The performance of estimators of $\tau^2$ (measured by bias and coverage) affects their usefulness in assessing heterogeneity of…

Methodology · Statistics 2019-04-04 Ilyas Bakbergenuly , David C. Hoaglin , Elena Kulinskaya

Multidimensional scaling (MDS) is a family of methods that embed a given set of points into a simple, usually flat, domain. The points are assumed to be sampled from some metric space, and the mapping attempts to preserve the distances…

Computational Geometry · Computer Science 2014-03-05 Yonathan Aflalo , Anastasia Dubrovina , Ron Kimmel

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

This paper is devoted to the statistical and numerical properties of the geometric median, and its applications to the problem of robust mean estimation via the median of means principle. Our main theoretical results include (a) an upper…

Statistics Theory · Mathematics 2023-07-21 Stanislav Minsker , Nate Strawn

Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…

Machine Learning · Statistics 2025-04-08 Ziyang Wei , Wanrong Zhu , Wei Biao Wu

The median absolute deviation (MAD) is a robust measure of scale that is simple to implement and easy to interpret. Motivated by this, we introduce interval estimators of the MAD to make reliable inferences for dispersion for a single…

Statistics Theory · Mathematics 2024-08-06 Chandima N. P. G. Arachchige , Luke A. Prendergast

Stochastic gradient descent (SGD) is an estimation tool for large data employed in machine learning and statistics. Due to the Markovian nature of the SGD process, inference is a challenging problem. An underlying asymptotic normality of…

Computation · Statistics 2025-03-27 Rahul Singh , Abhinek Shukla , Dootika Vats

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

Stochastic mirror descent (SMD) is a fairly new family of algorithms that has recently found a wide range of applications in optimization, machine learning, and control. It can be considered a generalization of the classical stochastic…

Optimization and Control · Mathematics 2019-04-04 Navid Azizan , Babak Hassibi

A main goal of regression is to derive statistical conclusions on the conditional distribution of the output variable Y given the input values x. Two of the most important characteristics of a single distribution are location and scale.…

Machine Learning · Statistics 2011-11-09 Robert Hable , Andreas Christmann

Quantifying the heterogeneity is an important issue in meta-analysis, and among the existing measures, the $I^2$ statistic is most commonly used. In this paper, we first illustrate with a simple example that the $I^2$ statistic is heavily…

Methodology · Statistics 2025-06-10 Ke Yang , Enxuan Lin , Wangli Xu , Liping Zhu , Tiejun Tong

Meta-analysis is the aggregation of data from multiple studies to find patterns across a broad range relating to a particular subject. It is becoming increasingly useful to apply meta-analysis to summarize these studies being done across…

Methodology · Statistics 2023-10-25 Olivia Xiao , Stacy Wang , Min Chen

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

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

Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that…

Machine Learning · Statistics 2017-11-07 Ho Chung Leon Law , Christopher Yau , Dino Sejdinovic

Stress is among the most commonly employed quality metrics and optimization criteria for dimension reduction projections of high dimensional data. Complex, high dimensional data is ubiquitous across many scientific disciplines, including…

Machine Learning · Computer Science 2025-11-24 Kiran Smelser , Jacob Miller , Stephen Kobourov