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Distance-based tests, also called "energy statistics", are leading methods for two-sample and independence tests from the statistics community. Kernel-based tests, developed from "kernel mean embeddings", are leading methods for two-sample…

Machine Learning · Statistics 2024-06-27 Cencheng Shen , Joshua T. Vogelstein

Kernel mean embeddings have recently attracted the attention of the machine learning community. They map measures $\mu$ from some set $M$ to functions in a reproducing kernel Hilbert space (RKHS) with kernel $k$. The RKHS distance of two…

Machine Learning · Statistics 2019-12-18 Carl-Johann Simon-Gabriel , Bernhard Schölkopf

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

Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…

Machine Learning · Computer Science 2013-05-03 Somayeh Danafar , Paola M. V. Rancoita , Tobias Glasmachers , Kevin Whittingstall , Juergen Schmidhuber

This paper introduces kdiff, a novel kernel-based measure for estimating distances between instances of time series, random fields and other forms of structured data. This measure is based on the idea of matching distributions that only…

Machine Learning · Statistics 2021-10-01 Srinjoy Das , Hrushikesh Mhaskar , Alexander Cloninger

Accurate approximation of probability measures is essential in numerical applications. This paper explores the quantization of probability measures using the maximum mean discrepancy (MMD) distance as a guiding metric. We first investigate…

Optimization and Control · Mathematics 2025-03-18 Zahra Mehraban , Alois Pichler

Distance metrics are central to machine learning, yet distances between ensembles of quantum states remain poorly understood due to fundamental quantum measurement constraints. We introduce a hierarchy of integral probability metrics,…

Quantum Physics · Physics 2026-01-30 Jian Yao , Pengtao Li , Xiaohui Chen , Quntao Zhuang

Given $M \geq 2$ distributions defined on a general measurable space, we introduce a nonparametric (kernel) measure of multi-sample dissimilarity (KMD) -- a parameter that quantifies the difference between the $M$ distributions. The…

Statistics Theory · Mathematics 2022-10-18 Zhen Huang , Bodhisattva Sen

The maximum mean discrepancy and Wasserstein distance are popular distance measures between distributions and play important roles in many machine learning problems such as metric learning, generative modeling, domain adaption, and…

Machine Learning · Computer Science 2025-01-22 Dong Qiao , Jicong Fan

The kernel Maximum Mean Discrepancy~(MMD) is a popular multivariate distance metric between distributions that has found utility in two-sample testing. The usual kernel-MMD test statistic is a degenerate U-statistic under the null, and thus…

Methodology · Statistics 2025-09-16 Shubhanshu Shekhar , Ilmun Kim , Aaditya Ramdas

Measuring conditional independence is one of the important tasks in statistical inference and is fundamental in causal discovery, feature selection, dimensionality reduction, Bayesian network learning, and others. In this work, we explore…

Statistics Theory · Mathematics 2020-08-18 Tianhong Sheng , Bharath K. Sriperumbudur

The kernel mean embedding of probability distributions is commonly used in machine learning as an injective mapping from distributions to functions in an infinite dimensional Hilbert space. It allows us, for example, to define a distance…

Quantum Physics · Physics 2019-12-24 Jonas M. Kübler , Krikamol Muandet , Bernhard Schölkopf

Many data clustering applications must handle objects that cannot be represented as vectors. In this context, the bag-of-vectors representation describes complex objects through discrete distributions, for which the Wasserstein distance…

Machine Learning · Computer Science 2025-10-15 Alfredo Oneto , Blazhe Gjorgiev , Giovanni Sansavini

Quantifying the difference between probability distributions is crucial in machine learning. However, estimating statistical divergences from empirical samples is challenging due to unknown underlying distributions. This work proposes the…

Machine Learning · Computer Science 2024-10-25 Jhoan K. Hoyos-Osorio , Luis G. Sanchez-Giraldo

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…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

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

We study the Wasserstein metric to measure distances between molecules represented by the atom index dependent adjacency "Coulomb" matrix, used in kernel ridge regression based supervised learning. Resulting quantum machine learning models…

Chemical Physics · Physics 2025-04-01 Onur Çaylak , O. Anatole von Lilienfeld , Björn Baumeier

The quantum Wasserstein distance (W-distance) is a fundamental metric for quantifying the distinguishability of quantum operations, with critical applications in quantum error correction. However, computing the W-distance remains…

Quantum Physics · Physics 2025-11-18 Changchun Feng , Xinyu Qiu , Laifa Tao , Lin Chen

The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…

Methodology · Statistics 2022-02-14 Ryo Okano , Masaaki Imaizumi

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie