Stein's method meets computational statistics: A review of some recent developments

A Anastasiou, A Barp, FX Briol, B Ebner… - Statistical …, 2023 - projecteuclid.org
Stein's method compares probability distributions through the study of a class of linear
operators called Stein operators. While mainly studied in probability and used to underpin …

Efficient Aggregated Kernel Tests using Incomplete -statistics

A Schrab, I Kim, B Guedj… - Advances in Neural …, 2022 - proceedings.neurips.cc
We propose a series of computationally efficient, nonparametric tests for the two-sample,
independence and goodness-of-fit problems, using the Maximum Mean Discrepancy …

Robust Bayesian inference for simulator-based models via the MMD posterior bootstrap

C Dellaporta, J Knoblauch… - International …, 2022 - proceedings.mlr.press
Simulator-based models are models for which the likelihood is intractable but simulation of
synthetic data is possible. They are often used to describe complex real-world phenomena …

Optimally-weighted estimators of the maximum mean discrepancy for likelihood-free inference

A Bharti, M Naslidnyk, O Key… - … on Machine Learning, 2023 - proceedings.mlr.press
Likelihood-free inference methods typically make use of a distance between simulated and
real data. A common example is the maximum mean discrepancy (MMD), which has …

KSD aggregated goodness-of-fit test

A Schrab, B Guedj, A Gretton - Advances in Neural …, 2022 - proceedings.neurips.cc
We investigate properties of goodness-of-fit tests based on the Kernel Stein Discrepancy
(KSD). We introduce a strategy to construct a test, called KSDAgg, which aggregates …

Approximate Bayesian computation for inferring Waddington landscapes from single-cell data

Y Liu, SY Zhang, IT Kleijn… - Royal Society Open …, 2024 - royalsocietypublishing.org
Single-cell technologies allow us to gain insights into cellular processes at unprecedented
resolution. In stem cell and developmental biology snapshot data allow us to characterize …

A general framework for the analysis of kernel-based tests

T Fernández, N Rivera - Journal of Machine Learning Research, 2024 - jmlr.org
Kernel-based tests provide a simple yet effective framework that uses the theory of
reproducing kernel Hilbert spaces to design non-parametric testing procedures. In this …

Minimum kernel discrepancy estimators

CJ Oates - International Conference on Monte Carlo and Quasi …, 2022 - Springer
For two decades, reproducing kernels and their associated discrepancies have facilitated
elegant theoretical analyses in the setting of quasi Monte Carlo. These same tools are now …

Score-based hypothesis testing for unnormalized models

S Wu, E Diao, K Elkhalil, J Ding, V Tarokh - IEEE Access, 2022 - ieeexplore.ieee.org
Unnormalized statistical models play an important role in machine learning, statistics, and
signal processing. In this paper, we derive a new hypothesis testing procedure for …

On the Robustness of Kernel Goodness-of-Fit Tests

X Liu, FX Briol - arXiv preprint arXiv:2408.05854, 2024 - arxiv.org
Goodness-of-fit testing is often criticized for its lack of practical relevance; since``all models
are wrong'', the null hypothesis that the data conform to our model is ultimately always …