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Reproducing Kernel Hilbert Space (RKHS) embedding of probability distributions has proved to be an effective approach, via MMD (maximum mean discrepancy), for nonparametric hypothesis testing problems involving distributions defined over…

Statistics Theory · Mathematics 2025-10-17 Soumya Mukherjee , Bharath K. Sriperumbudur

The kernel thinning (KT) algorithm of Dwivedi and Mackey (2021) compresses a probability distribution more effectively than independent sampling by targeting a reproducing kernel Hilbert space (RKHS) and leveraging a less smooth square-root…

Machine Learning · Statistics 2025-01-22 Raaz Dwivedi , Lester Mackey

Starting with a similarity function between objects, it is possible to define a distance metric on pairs of objects, and more generally on probability distributions over them. These distance metrics have a deep basis in functional analysis,…

Computational Geometry · Computer Science 2011-03-15 Sarang Joshi , Raj Varma Kommaraju , Jeff M. Phillips , Suresh Venkatasubramanian

Spatial interaction between two or more classes or species has important implications in various fields and causes multivariate patterns such as segregation or association. Segregation occurs when members of a class or species are more…

Methodology · Statistics 2009-02-09 Elvan Ceyhan

In many practical transfer learning scenarios, the feature distribution is different across the source and target domains (i.e. non-i.i.d.). Maximum mean discrepancy (MMD), as a domain discrepancy metric, has achieved promising performance…

Computer Vision and Pattern Recognition · Computer Science 2019-03-26 Lei Zhang , Shanshan Wang , Guang-Bin Huang , Wangmeng Zuo , Jian Yang , David Zhang

The maximum mean discrepancy (MMD) is a kernel-based nonparametric statistic for two-sample testing, whose inferential accuracy depends critically on variance characterization. Existing work provides various finite-sample estimators of the…

Machine Learning · Statistics 2026-02-05 Shijie Zhong , Yikun Yang , Da Gong , Jiangfeng Fu

Discrepancy measures between probability distributions are at the core of statistical inference and machine learning. In many applications, distributions of interest are supported on different spaces, and yet a meaningful correspondence…

Machine Learning · Computer Science 2021-11-23 Zhengxin Zhang , Youssef Mroueh , Ziv Goldfeld , Bharath K. Sriperumbudur

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

This paper characterizes the maximum mean discrepancies (MMD) that metrize the weak convergence of probability measures for a wide class of kernels. More precisely, we prove that, on a locally compact, non-compact, Hausdorff space, the MMD…

Machine Learning · Computer Science 2021-09-06 Carl-Johann Simon-Gabriel , Alessandro Barp , Bernhard Schölkopf , Lester Mackey

We introduce a broadly applicable statistical procedure for testing which parametric distribution family generated a random sample of data. The method, termed the Difference in Differential Entropy (DDE) test, provides a unified framework…

Econometrics · Economics 2025-12-15 Ron Mittelhammer , George Judge , Miguel Henry

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

In this paper, we test the cosmic distance duality (CDD) relation using the luminosity distances from joint light-curve analysis (JLA) type Ia supernovae (SNe Ia) sample and angular diameter distance sample from galaxy clusters. The…

Cosmology and Nongalactic Astrophysics · Physics 2018-05-02 J. Hu , F. Y. Wang

In many real-world applications, it is common that a proportion of the data may be missing or only partially observed. We develop a novel two-sample testing method based on the Maximum Mean Discrepancy (MMD) which accounts for missing data…

Methodology · Statistics 2024-05-27 Yijin Zeng , Niall M. Adams , Dean A. Bodenham

In the statistical literature, as well as in artificial intelligence and machine learning, measures of discrepancy between two probability distributions are largely used to develop measures of goodness-of-fit. We concentrate on quadratic…

Methodology · Statistics 2025-10-01 Marianthi Markatou , Giovanni Saraceno

This article provides a practical introduction to kernel discrepancies, focusing on the Maximum Mean Discrepancy (MMD), the Hilbert-Schmidt Independence Criterion (HSIC), and the Kernel Stein Discrepancy (KSD). Various estimators for these…

Machine Learning · Statistics 2025-11-03 Antonin Schrab

Domain specific (dis-)similarity or proximity measures used e.g. in alignment algorithms of sequence data, are popular to analyze complex data objects and to cover domain specific data properties. Without an underlying vector space these…

Data Structures and Algorithms · Computer Science 2014-11-07 Andrej Gisbrecht , Frank-Michael Schleif

In the process of training a generative model, it becomes essential to measure the discrepancy between two high-dimensional probability distributions: the generative distribution and the ground-truth distribution of the observed dataset.…

Machine Learning · Statistics 2023-12-07 Seunghwan An , Sungchul Hong , Jong-June Jeon

We consider the closeness testing problem for discrete distributions. The goal is to distinguish whether two samples are drawn from the same unspecified distribution, or whether their respective distributions are separated in $L_1$-norm. In…

Statistics Theory · Mathematics 2021-01-20 Joseph Lam-Weil , Alexandra Carpentier , Bharath K. Sriperumbudur

Distribution matching is the process of invertibly mapping a uniformly distributed input sequence onto sequences that approximate the output of a desired discrete memoryless source. The special case of a binary output alphabet and…

Information Theory · Computer Science 2017-12-19 Patrick Schulte , Bernhard C. Geiger

We introduce Isolation Distributional Kernel as a new way to measure the similarity between two distributions. Existing approaches based on kernel mean embedding, which convert a point kernel to a distributional kernel, have two key issues:…

Machine Learning · Computer Science 2020-09-28 Kai Ming Ting , Bi-Cun Xu , Takashi Washio , Zhi-Hua Zhou
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