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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

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

Nonparametric two-sample tests such as the Maximum Mean Discrepancy (MMD) are often used to detect differences between two distributions in machine learning applications. However, the majority of existing literature assumes that error-free…

Machine Learning · Statistics 2023-08-08 Ron Nafshi , Maggie Makar

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able…

Machine Learning · Statistics 2022-11-16 Danica J. Sutherland , Namrata Deka

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

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

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

Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

Machine Learning · Statistics 2026-04-21 Antoine Chatalic , Marco Letizia , Nicolas Schreuder , Lorenzo Rosasco

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

We propose a method to optimize the representation and distinguishability of samples from two probability distributions, by maximizing the estimated power of a statistical test based on the maximum mean discrepancy (MMD). This optimized MMD…

We propose a nonparametric two-sample test procedure based on Maximum Mean Discrepancy (MMD) for testing the hypothesis that two samples of functions have the same underlying distribution, using kernels defined on function spaces. This…

Statistics Theory · Mathematics 2020-10-20 George Wynne , Andrew B. Duncan

The Maximum Mean Discrepancy (MMD) has been the state-of-the-art nonparametric test for tackling the two-sample problem. Its statistic is given by the difference in expectations of the witness function, a real-valued function defined as a…

Machine Learning · Computer Science 2022-02-14 Jonas M. Kübler , Wittawat Jitkrittum , Bernhard Schölkopf , Krikamol Muandet

We propose two novel nonparametric two-sample kernel tests based on the Maximum Mean Discrepancy (MMD). First, for a fixed kernel, we construct an MMD test using either permutations or a wild bootstrap, two popular numerical procedures to…

Machine Learning · Statistics 2023-08-22 Antonin Schrab , Ilmun Kim , Mélisande Albert , Béatrice Laurent , Benjamin Guedj , Arthur Gretton

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

Covariate shifts are a common problem in predictive modeling on real-world problems. This paper proposes addressing the covariate shift problem by minimizing Maximum Mean Discrepancy (MMD) statistics between the training and test sets in…

Machine Learning · Computer Science 2022-03-03 Liwen Ouyang , Aaron Key

The kernel two-sample test based on the maximum mean discrepancy (MMD) is one of the most popular methods for detecting differences between two distributions over general metric spaces. In this paper we propose a method to boost the power…

Methodology · Statistics 2024-09-06 Anirban Chatterjee , Bhaswar B. Bhattacharya

Kernel methods provide a flexible and powerful framework for nonparametric statistical testing by embedding probability distributions into a reproducing kernel Hilbert space (RKHS). In this work, we study the kernel two-sample testing…

Statistics Theory · Mathematics 2026-04-09 Perrine Lacroix , Bertrand Michel , Franck Picard , Vincent Rivoirard

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

A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice…

Machine Learning · Computer Science 2014-02-11 Wojciech Zaremba , Arthur Gretton , Matthew Blaschko

Existing domain adaptation methods aim to reduce the distributional difference between the source and target domains and respect their specific discriminative information, by establishing the Maximum Mean Discrepancy (MMD) and the…

Machine Learning · Computer Science 2020-07-03 Wei Wang , Haojie Li , Zhengming Ding , Zhihui Wang
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