相关论文: Data-centric Prediction Explanation via Kernelized…

Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein…

Kernelized Stein discrepancy (KSD), though being extensively used in goodness-of-fit tests and model learning, suffers from the curse-of-dimensionality. We address this issue by proposing the sliced Stein discrepancy and its scalable and…

Synthetic data generation has become a key ingredient for training machine learning procedures, addressing tasks such as data augmentation, analysing privacy-sensitive data, or visualising representative samples. Assessing the quality of…

Stein variational gradient descent (SVGD) and its variants have shown promising successes in approximate inference for complex distributions. In practice, we notice that the kernel used in SVGD-based methods has a decisive effect on the…

Kernel methods underpin many of the most successful approaches in data science and statistics, and they allow representing probability measures as elements of a reproducing kernel Hilbert space without loss of information. Recently, the…

Non-parametric goodness-of-fit testing procedures based on kernel Stein discrepancies (KSD) are promising approaches to validate general unnormalised distributions in various scenarios. Existing works focused on studying kernel choices to…

We introduce the Kernel Calibration Conditional Stein Discrepancy test (KCCSD test), a non-parametric, kernel-based test for assessing the calibration of probabilistic models with well-defined scores. In contrast to previous methods, our…

Machine learning (ML) has shown significant promise in studying complex geophysical dynamical systems, including turbulence and climate processes. Such systems often display sensitive dependence on initial conditions, reflected in positive…

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…

Kernel Stein discrepancy (KSD) is a widely used kernel-based measure of discrepancy between probability measures. It is often employed in the scenario where a user has a collection of samples from a candidate probability measure and wishes…

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution…

Learning a stationary diffusion amounts to estimating the parameters of a stochastic differential equation whose stationary distribution matches a target distribution. We build on the recently introduced kernel deviation from stationarity…

Distributional approximation is a fundamental problem in machine learning with numerous applications across all fields of science and engineering and beyond. The key challenge in most approximation methods is the need to tackle the…

Knowledge Distillation (KD) has been considered as a key solution in model compression and acceleration in recent years. In KD, a small student model is generally trained from a large teacher model by minimizing the divergence between the…

This paper proposes and studies a numerical method for approximation of posterior expectations based on interpolation with a Stein reproducing kernel. Finite-sample-size bounds on the approximation error are established for posterior…

Distributional comparison is a fundamental problem in statistical data analysis with numerous applications in a variety of scientific and engineering fields. Numerous methods exist for distributional comparison but kernel Stein's method has…

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…

Score-based kernelised Stein discrepancy (KSD) tests have emerged as a powerful tool for the goodness of fit tests, especially in high dimensions; however, the test performance may depend on the choice of kernels in an underlying…

Kernelized Stein discrepancy (KSD) is a score-based discrepancy widely used in goodness-of-fit tests. It can be applied even when the target distribution has an unknown normalising factor, such as in Bayesian analysis. We show theoretically…