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Maximum Mean Discrepancy (MMD) is a widely used concept in machine learning research which has gained popularity in recent years as a highly effective tool for comparing (finite-dimensional) distributions. Since it is designed as a…

Machine Learning · Statistics 2025-06-03 Andrew Alden , Blanka Horvath , Zacharia Issa

We propose conditional flows of the maximum mean discrepancy (MMD) with the negative distance kernel for posterior sampling and conditional generative modeling. This MMD, which is also known as energy distance, has several advantageous…

The Wasserstein probability metric has received much attention from the machine learning community. Unlike the Kullback-Leibler divergence, which strictly measures change in probability, the Wasserstein metric reflects the underlying…

Machine Learning · Computer Science 2017-06-01 Marc G. Bellemare , Ivo Danihelka , Will Dabney , Shakir Mohamed , Balaji Lakshminarayanan , Stephan Hoyer , Rémi Munos

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…

Methodology · Statistics 2023-04-26 Qi Zhang , Bing Li , Lingzhou Xue

We derive a new discrepancy statistic for measuring differences between two probability distributions based on combining Stein's identity with the reproducing kernel Hilbert space theory. We apply our result to test how well a probabilistic…

Machine Learning · Statistics 2016-07-04 Qiang Liu , Jason D. Lee , Michael I. Jordan

Are two sets of observations drawn from the same distribution? This problem is a two-sample test. Kernel methods lead to many appealing properties. Indeed state-of-the-art approaches use the $L^2$ distance between kernel-based distribution…

Machine Learning · Statistics 2019-10-02 M. Scetbon , G. Varoquaux

We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…

Statistics Theory · Mathematics 2026-02-04 Suhan Liu , Mo Liu

Distribution comparison plays a central role in many machine learning tasks like data classification and generative modeling. In this study, we propose a novel metric, called Hilbert curve projection (HCP) distance, to measure the distance…

Machine Learning · Computer Science 2024-02-07 Tao Li , Cheng Meng , Hongteng Xu , Jun Yu

We propose a novel kernel-based two-sample test that leverages the spectral decomposition of the maximum mean discrepancy (MMD) statistic to identify and utilize well-estimated directional components in reproducing kernel Hilbert space…

Methodology · Statistics 2025-08-21 Rui Cui , Yuhao Li , Xiaojun Song

The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…

Machine Learning · Computer Science 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…

Metric Geometry · Mathematics 2026-05-12 Edivaldo Lopes dos Santos , Leandro Vicente Mauri , Washington Mio , Tom Needham

The Maximum Mean Discrepancy (MMD) is a widely used multivariate distance metric for two-sample testing. The standard MMD test statistic has an intractable null distribution typically requiring costly resampling or permutation approaches…

Methodology · Statistics 2026-02-24 Anirban Chatterjee , Aaditya Ramdas

We develop a systematic method to calculate the trace distance between two reduced density matrices in 1+1 dimensional quantum field theories. The approach exploits the path integral representation of the reduced density matrices and an ad…

High Energy Physics - Theory · Physics 2019-04-17 Jiaju Zhang , Paola Ruggiero , Pasquale Calabrese

Biclustering algorithms partition data and covariates simultaneously, providing new insights in several domains, such as analyzing gene expression to discover new biological functions. This paper develops a new model-free biclustering…

Methodology · Statistics 2022-08-09 Marcos Matabuena , J. C Vidal , Oscar Hernan Madrid Padilla , Dino Sejdinovic

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Machine Learning · Computer Science 2012-02-20 Nima Reyhani , Hideitsu Hino , Ricardo Vigario

In the past couple of years, various approaches to representing and quantifying different types of predictive uncertainty in machine learning, notably in the setting of classification, have been proposed on the basis of second-order…

Machine Learning · Computer Science 2023-12-05 Yusuf Sale , Viktor Bengs , Michele Caprio , Eyke Hüllermeier

The Wasserstein distance between mixing measures has come to occupy a central place in the statistical analysis of mixture models. This work proposes a new canonical interpretation of this distance and provides tools to perform inference on…

Statistics Theory · Mathematics 2024-09-10 Xin Bing , Florentina Bunea , Jonathan Niles-Weed

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

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…

We study quantum statistical inference tasks of hypothesis testing and their canonical variations, in order to review relations between their corresponding figures of merit---measures of statistical distance---and demonstrate the crucial…

Quantum Physics · Physics 2020-09-25 Marcin Jarzyna , Jan Kolodynski
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