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Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…

Machine Learning · Statistics 2024-11-27 Linda Chamakh , Zoltan Szabo

It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Alexander Meister

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 formally map the problem of sampling from an unknown distribution with a density in $\mathbb{R}^d$ to the problem of learning and sampling a smoother density in $\mathbb{R}^{Md}$ obtained by convolution with a fixed factorial kernel: the…

Machine Learning · Statistics 2022-06-17 Saeed Saremi , Rupesh Kumar Srivastava

Denoising Diffusion Models (DDMs) have become a popular tool for generating high-quality samples from complex data distributions. These models are able to capture sophisticated patterns and structures in the data, and can generate samples…

Computer Vision and Pattern Recognition · Computer Science 2024-08-20 Emanuele Aiello , Diego Valsesia , Enrico Magli

Measurement error in count data is common but underexplored in the literature, particularly in contexts where observed scores are bounded and arise from discrete scoring processes. Motivated by applications in oral reading fluency…

Methodology · Statistics 2025-06-26 Yuqiu Yang , Christina Vu , Cornelis J. Potgieter , Xinlei Wang , Akihito Kamata

We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We consider the intermediate regime, where observations occur at…

Statistics Theory · Mathematics 2024-04-19 Raphaël Maillet , Grégoire Szymanski

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

This paper focuses on the identification of the process noise density of a linear time-varying system described by the state-space model with the known measurement noise density. A novel method is proposed that enhances the measurement…

Signal Processing · Electrical Eng. & Systems 2025-04-29 Jindrich Dunik , Oliver Kost , J. Krejci , Ondrej Straka

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

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

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

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 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

The Maximum Mean Discrepancy (MMD) is a cornerstone statistic for nonparametric two-sample testing, but its test power is dictated entirely by the chosen kernel. Because any fixed kernel inherently fails to distinguish certain…

Machine Learning · Statistics 2026-05-11 Yijin Ni , Xiaoming Huo

The rapid growth of high-dimensional datasets across various scientific domains has created a pressing need for new statistical methods to compare distributions supported on their underlying structures. Assessing similarity between datasets…

Statistics Theory · Mathematics 2025-11-27 Hongrui Chen , Rong Ma

The widespread adoption of the \emph{maximum mean discrepancy} (MMD) in goodness-of-fit testing has spurred extensive research on its statistical performance. However, recent studies indicate that the inherent structure of MMD may constrain…

Methodology · Statistics 2025-11-11 Shiwei Sang , Shao-Bo Lin , Xuehu Zhu

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

We present a novel neural network Maximum Mean Discrepancy (MMD) statistic by identifying a new connection between neural tangent kernel (NTK) and MMD. This connection enables us to develop a computationally efficient and memory-efficient…

Machine Learning · Statistics 2021-10-19 Xiuyuan Cheng , Yao Xie

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…