Stein's method meets computational statistics: A review of some recent developments
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 …
operators called Stein operators. While mainly studied in probability and used to underpin …
Efficient Aggregated Kernel Tests using Incomplete -statistics
We propose a series of computationally efficient, nonparametric tests for the two-sample,
independence and goodness-of-fit problems, using the Maximum Mean Discrepancy …
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 …
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
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 …
real data. A common example is the maximum mean discrepancy (MMD), which has …
KSD aggregated goodness-of-fit test
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 …
(KSD). We introduce a strategy to construct a test, called KSDAgg, which aggregates …
Approximate Bayesian computation for inferring Waddington landscapes from single-cell data
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 …
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 …
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 …
elegant theoretical analyses in the setting of quasi Monte Carlo. These same tools are now …
Score-based hypothesis testing for unnormalized models
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 …
signal processing. In this paper, we derive a new hypothesis testing procedure for …
On the Robustness of Kernel Goodness-of-Fit Tests
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 …
are wrong'', the null hypothesis that the data conform to our model is ultimately always …