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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,291 papers · 148 categories

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48 results for Kernelized Discrepancy Metric

Study on kernel tests for high-dimensional data, focusing on MMD and CLT.

problem Asymptotic behavior of kernel two-sample tests in high dimensions and large samples.
method Maximum mean discrepancy (MMD) with isotropic kernels, deriving asymptotic expansions and CLT.
result Interplay between moment discrepancy and dimension-and-sample orders in kernel tests.

Paper develops metrics for random dynamical systems using vector-valued RKHSs.

problem Creating metrics for random nonlinear dynamical systems.
method Develops metrics on random dynamical systems using Perron-Frobenius operators in vector-valued reproducing kernel Hilbert spaces (vvRKHSs). Uses operator-valued kernels and time-wise independence criteria.
result Extends existing metrics for deterministic systems and introduces kernel maximal mean discrepancy for random processes.

Optimal tests for goodness of fit and two-sample problems using MMD and KSD.

problem Asymptotically optimal tests for goodness of fit and two-sample problems.
method Maximum Mean Discrepancy (MMD) and Kernel Stein Discrepancy (KSD) based tests.
result Optimal tests achieve the maximum exponential decay rate under specific conditions.

The article introduces practical estimators for kernel discrepancies.

problem Estimating kernel discrepancies accurately and efficiently.
method Presented various estimators for MMD, HSIC, and KSD, including V-statistics, U-statistics, and incomplete U-statistics. Stressed the importance of kernel bandwidth and introduced adaptive estimators.
result Adaptive estimators combining multiple estimators with various kernels address the problem of kernel selection.

New metrics improve probabilistic forecasting, especially for rare events.

problem Current evaluation frameworks for probabilistic forecasting assume independence and lack sensitivity to tail events.
method Proposed signature kernel-based metrics: Sig-MMD and CSig-MMD.
result These metrics capture complex dependencies and prioritize tail event prediction.

Sliced kernelized Stein discrepancy improves goodness-of-fit tests and model learning in high dimensions.

problem The curse-of-dimensionality in kernelized Stein discrepancy (KSD).
method Sliced Stein discrepancy and its scalable variants using optimal one-dimensional projections.
result Significantly outperforms KSD and baselines in goodness-of-fit tests and improves model learning.

This work proposes a new method to match distributions across different spaces using cycle-consistent maps.

problem Matching distributions across different spaces with consistent bidirectional maps.
method A novel unbalanced Monge optimal transport formulation for matching distributions on different spaces, employing cycle-consistent maps.
result The proposed discrepancy captures the cycle-consistent GAN framework and provides theoretical support.

PolyGraph Discrepancy improves graph generative model evaluation.

problem Inability of existing metrics to provide an absolute performance measure and comparability across different graph descriptors.
method Approximates Jensen-Shannon distance using binary classifiers trained to distinguish between real and generated graphs.
result PGD provides a more robust and insightful evaluation compared to MMD metrics.

We approximate the Sobolev discrepancy for finite dimensional kernels from samples.

problem Estimating the Sobolev discrepancy for complex models from finite data.
method Approximating the Sobolev discrepancy using finite samples and analyzing the approximation error.
result The Sobolev discrepancy can be approximated from finite samples and its error depends on the approximation and statistical errors.

Study finds polynomial convergence rate for Farey sequences linked to Riemann hypothesis.

problem Understanding convergence rates of maximum mean discrepancies for Farey sequences.
method Identifying positive-semidefinite kernels and their polynomial convergence rates.
result Polynomial convergence rate of maximum mean discrepancies of Farey sequences is equivalent to the Riemann hypothesis.

A new framework improves kernel Stein discrepancy tests for validating distributions.

problem Improving goodness-of-fit testing for non-normal distributions.
method Introducing Sf-KSD, a unifying framework for studying Stein operators in KSD-based tests.
result Sf-KSD guides the development of new tests and outperforms existing methods.

Deep neural networks can approximate any target probability distribution given certain conditions.

problem Approximating complex probability distributions with deep neural networks.
method Proving the existence of a deep neural network mapping that approximates a target distribution under various integral probability metrics.
result Upper bounds on the size of the neural network in terms of dimension and approximation error for different metrics.

Paper defines class discrepancy for machine learning problems and provides coresets.

problem Addressing discrepancies in machine learning models.
method Defines class discrepancy, provides techniques for bounding discrepancy, and develops coresets and streaming sketches.
result Establishes coresets of size O(sqrt{d}/epsilon) for various machine learning problems.

Framework synthesizes geological images minimizing patch distribution discrepancy.

problem Synthesizing realistic geological images from a single exemplar.
method Uses kernel discrepancies and generative neural networks for efficient synthesis.
result Synthesized images match visual patterns and spatial statistics of the exemplar.

Generative model for realistic text generation using feature matching.

problem Applying GAN to text generation due to convergence issues and difficulties with discrete data.
method Employing a long short-term memory network as generator and a convolutional network as discriminator. Matching latent feature distributions via a kernelized discrepancy metric.
result Superior performance in generating realistic-looking sentences compared to standard GAN.

Paper develops a minimax optimal test for goodness-of-fit using kernel Stein discrepancy.

problem Developing a robust goodness-of-fit test for general domains.
method Kernel Stein Discrepancy (KSD) with spectral regularization and adaptive testing.
result Proposed regularized test achieves minimax optimality up to a logarithmic factor.

A new metric compares true and learned causal graphs considering data and graph structure.

problem Comparing true and learned causal graphs accurately.
method Continuous Structural Intervention Distance (CSID) using conditional mean embeddings and maximum mean discrepancy.
result Validated the CSID with synthetic data, showing its effectiveness in comparing causal graphs.

Paper develops a unified framework for measuring differences between conditional distributions.

problem Comparing conditional distributions in a unified and theoretically sound manner.
method Kernel embeddings and conditional maximum mean discrepancy (CMMD) framework.
result Established a coherent framework for measuring divergence between conditional distributions.

Improved KSD test for better detection of differences in distributions.

problem Low power of KSD test when distributions have same modes but different mixing proportions.
method Perturb the observed sample using Markov transition kernels to improve KSD test power.
result Perturbed KSD test can lead to substantially higher power than the original KSD test.

New findings show fixed-kernel discriminators are weaker than feature-learning ones.

problem Comparing performance of fixed-kernel and feature-learning discriminators.
method Using function classes F2\mathcal{F}_2 and F1\mathcal{F}_1, constructing pairs of distributions, and linking IPMs with sliced Wasserstein distances.
result Fixed-kernel IPM and SD cannot discriminate certain distributions that feature-learning IPM and SD can.

Improves two-sample hypothesis testing using kernel divergences and scoring rules.

problem Two-sample hypothesis testing in machine learning.
method Proposes Kernel Scoring Rules and Divergences, including the Maximum Mean Discrepancy.
result Kernel Score provides more information about embedded distributions than Maximum Mean Discrepancy.

Kernel tests assess equivalence between distributions without assuming specific moments.

problem Traditional goodness-of-fit tests fail to detect meaningful distributional differences.
method Proposes kernel-based tests using kernel Stein discrepancy and Maximum Mean Discrepancy.
result Tests assess the absence of meaningful distributional differences under controlled error rates.

Paper proposes kernelized Stein tests for time-to-event data with censoring.

problem Testing goodness-of-fit for time-to-event data with censoring.
method Combining Stein's method and kernelized discrepancies for non-parametric testing.
result Proposed kernelized Stein discrepancy tests perform better than existing methods.

Study on discrepancy principle for learning algorithms in nonparametric regression.

problem Determining optimal iteration number in nonparametric regression with unknown optimal iteration.
method Investigates discrepancy principle and modified principles for kernelized spectral filters, using deviation inequalities and change-of-norm arguments.
result Classical discrepancy principle is adaptive for slow rates, while modified principles are adaptive for faster rates.

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to integral representations of shift-invariant kernel functions (e.g., Gaussian kernel).…

2014-12-29abs ↗pdf ↗

A new distance metric compares probability distributions using kernel covariance operators.

problem Comparing probability distributions in machine learning tasks.
method Introduces a novel distance metric based on Schatten norm of kernel covariance operators.
result The new distance metric is more discriminative and robust to hyperparameters.

Improved convergence rates for Stein Variational Gradient Descent in finite-particle settings.

problem Improving convergence rates for Stein Variational Gradient Descent in finite-particle settings.
method Analyzing the time derivative of relative entropy and splitting it into dominant and smaller parts.
result Finite-particle convergence rates of order 1/\sqrt{N} for Kernelized Stein Discrepancy and Wasserstein-2 metrics.

A new method calculates intrinsic effective sample size for manifold-valued data.

problem Challenges in choosing effective sample size for manifold-valued data.
method Proposes an intrinsic effective sample size based on kernel discrepancy.
result Establishes an exact finite-sample risk interpretation and consistency of the estimator.

Unified score and distance-based GoF tests for model adequacy.

problem Difficulty in extending score-based GoF tests to nonparametric alternatives.
method Introducing semiparametric kernelized Stein discrepancy (SKSD) test.
result SKSD test is computationally efficient and universally consistent.

New method uses multiple kernels to improve SVGD performance.

problem Sub-optimal performance of single kernel in SVGD.
method Combines multiple kernels to approximate optimal kernel, using Kernelized Stein Discrepancy (KSD) and constructing Multiple Kernel SVGD (MK-SVGD).
result Consistently matches or outperforms competing methods in experiments.