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The paper introduces a new kernel-based Maximum Mean Discrepancy (MMD) statistic for measuring the distance between two distributions given finitely-many multivariate samples. When the distributions are locally low-dimensional, the proposed…

Machine Learning · Statistics 2018-09-03 Xiuyuan Cheng , Alexander Cloninger , Ronald R. Coifman

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

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

We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…

Machine Learning · Statistics 2026-03-17 Xing Liu , Axel Gandy

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

We consider the problem of metric learning subject to a set of constraints on relative-distance comparisons between the data items. Such constraints are meant to reflect side-information that is not expressed directly in the feature vectors…

Machine Learning · Computer Science 2016-12-06 Ehsan Amid , Aristides Gionis , Antti Ukkonen

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

In this work we consider the problem of learning a positive semidefinite kernel matrix from relative comparisons of the form: "object A is more similar to object B than it is to C", where comparisons are given by humans. Existing solutions…

Machine Learning · Computer Science 2014-04-17 Eric Heim , Hamed Valizadegan , Milos Hauskrecht

This paper provides a new similarity detection algorithm. Given an input set of multi-dimensional data points, where each data point is assumed to be multi-dimensional, and an additional reference data point for similarity finding, the…

Artificial Intelligence · Computer Science 2017-07-12 Yariv Aizenbud , Amir Averbuch , Gil Shabat , Guy Ziv

The problem of robust hypothesis testing is studied, where under the null and the alternative hypotheses, the data-generating distributions are assumed to be in some uncertainty sets, and the goal is to design a test that performs well…

Signal Processing · Electrical Eng. & Systems 2023-08-08 Zhongchang Sun , Shaofeng Zou

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

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

Measures of discrepancy between probability distributions (statistical distance) are widely used in the fields of artificial intelligence and machine learning. We describe how certain measures of statistical distance can be implemented as…

Accelerator Physics · Physics 2022-12-21 Chad E. Mitchell , Robert D. Ryne , Kilean Hwang

Kernel discrepancies are a powerful tool for analyzing worst-case errors in quasi-Monte Carlo (QMC) methods. Building on recent advances in optimizing such discrepancy measures, we extend the subset selection problem to the setting of…

Machine Learning · Statistics 2025-11-05 Deyao Chen , François Clément , Carola Doerr , Nathan Kirk

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

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

Anchor-based techniques reduce the computational complexity of spectral clustering algorithms. Although empirical tests have shown promising results, there is currently a lack of theoretical support for the anchoring approach. We define a…

Machine Learning · Statistics 2020-06-30 Henry-Louis de Kergorlay , Desmond John Higham

This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…

Methodology · Statistics 2020-06-15 Raif M. Rustamov , James T. Klosowski

In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose a consistent estimate of this measure which can be computed…

Methodology · Statistics 2024-08-30 Anirban Chatterjee , Ziang Niu , Bhaswar B. Bhattacharya

We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…

Data Structures and Algorithms · Computer Science 2015-08-25 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin
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