no code implementations • 12 Apr 2024 • Omar Hagrass, Bharath Sriperumbudur, Krishnakumar Balasubramanian
We explore the minimax optimality of goodness-of-fit tests on general domains using the kernelized Stein discrepancy (KSD).
no code implementations • 8 Aug 2023 • Omar Hagrass, Bharath K. Sriperumbudur, Bing Li
Maximum mean discrepancy (MMD) has enjoyed a lot of success in many machine learning and statistical applications, including non-parametric hypothesis testing, because of its ability to handle non-Euclidean data.
1 code implementation • 19 Dec 2022 • Omar Hagrass, Bharath K. Sriperumbudur, Bing Li
First, we show the popular MMD (maximum mean discrepancy) two-sample test to be not optimal in terms of the separation boundary measured in Hellinger distance.