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Modern kernel-based two-sample tests have shown great success in distinguishing complex, high-dimensional distributions with appropriate learned kernels. Previous work has demonstrated that this kernel learning procedure succeeds, assuming…

Machine Learning · Statistics 2022-01-06 Feng Liu , Wenkai Xu , Jie Lu , Danica J. Sutherland

We propose a class of kernel-based two-sample tests, which aim to determine whether two sets of samples are drawn from the same distribution. Our tests are constructed from kernels parameterized by deep neural nets, trained to maximize test…

Machine Learning · Statistics 2021-01-15 Feng Liu , Wenkai Xu , Jie Lu , Guangquan Zhang , Arthur Gretton , Danica J. Sutherland

Evaluating whether data streams are drawn from the same distribution is at the heart of various machine learning problems. This is particularly relevant for data generated by dynamical systems since such systems are essential for many…

We consider the variable selection problem for two-sample tests, aiming to select the most informative variables to determine whether two collections of samples follow the same distribution. To address this, we propose a novel framework…

Machine Learning · Statistics 2024-12-23 Jie Wang , Santanu S. Dey , Yao Xie

Kernel two-sample tests have been widely used, and the development of efficient methods for high-dimensional, large-scale data is receiving increasing attention in the big data era. However, existing methods, such as the maximum mean…

Methodology · Statistics 2025-10-03 Hoseung Song , Hao Chen

Kernel two-sample testing is a useful statistical tool in determining whether data samples arise from different distributions without imposing any parametric assumptions on those distributions. However, raw data samples can expose sensitive…

Machine Learning · Statistics 2018-08-02 Anant Raj , Ho Chung Leon Law , Dino Sejdinovic , Mijung Park

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

Spherical and hyperspherical data are commonly encountered in diverse applied research domains, underscoring the vital task of assessing independence within such data structures. In this context, we investigate the properties of test…

Methodology · Statistics 2024-01-23 Marija Cuparić , Bruno Ebner , Bojana Milošević

We propose novel statistics which maximise the power of a two-sample test based on the Maximum Mean Discrepancy (MMD), by adapting over the set of kernels used in defining it. For finite sets, this reduces to combining (normalised) MMD…

Machine Learning · Statistics 2023-10-31 Felix Biggs , Antonin Schrab , Arthur Gretton

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…

Machine Learning · Statistics 2015-04-17 Vikas Sindhwani , Haim Avron

When solving data analysis problems it is important to integrate prior knowledge and/or structural invariances. This paper contributes by a novel framework for incorporating algebraic invariance structure into kernels. In particular, we…

Machine Learning · Statistics 2014-12-01 Franz J. Király , Andreas Ziehe , Klaus-Robert Müller

Kernel two-sample tests have been widely used for multivariate data to test equality of distributions. However, existing tests based on mapping distributions into a reproducing kernel Hilbert space mainly target specific alternatives and do…

Methodology · Statistics 2023-11-21 Hoseung Song , Hao Chen

We consider the problem of two-sample testing in a semi-supervised setting with abundant unlabeled covariate data. Standard two-sample tests neglect covariate information, which has the potential to significantly boost performance. However,…

Machine Learning · Statistics 2026-05-05 Gyumin Lee , Shubhanshu Shekhar , Ilmun Kim

We use a suitable version of the so-called "kernel trick" to devise two-sample (homogeneity) tests, especially focussed on high-dimensional and functional data. Our proposal entails a simplification related to the important practical…

Statistics Theory · Mathematics 2024-04-24 Javier Cárcamo , Antonio Cuevas , Luis-Alberto Rodríguez

Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…

Statistics Theory · Mathematics 2019-04-08 Thi Thien Trang Bui

The average treatment effect, which is the difference in expectation of the counterfactuals, is probably the most popular target effect in causal inference with binary treatments. However, treatments may have effects beyond the mean, for…

Methodology · Statistics 2023-11-02 Diego Martinez-Taboada , Aaditya Ramdas , Edward H. Kennedy

Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…

Statistics Theory · Mathematics 2014-11-25 Aaditya Ramdas , Sashank J. Reddi , Barnabas Poczos , Aarti Singh , Larry Wasserman

In modern data analysis, nonparametric measures of discrepancies between random variables are particularly important. The subject is well-studied in the frequentist literature, while the development in the Bayesian setting is limited where…

Methodology · Statistics 2022-01-25 Qinyi Zhang , Veit Wild , Sarah Filippi , Seth Flaxman , Dino Sejdinovic

We propose a framework to construct practical kernel-based two-sample tests from the family of $f$-divergences. The test statistic is computed from the witness function of a regularized variational representation of the divergence, which we…

Machine Learning · Statistics 2026-01-28 Mónica Ribero , Antonin Schrab , Arthur Gretton

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
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