16 papers
Nyström Kernel Stein Discrepancy Tests
Florian Kalinke, Zoltán Szabó, Bharath K. Sriperumbudur
Kernel Stein discrepancy (KSD) is among the most popular goodness-of-fit (GoF) measures on general domains with a large number of successful deployments. One of the main applicatio…
Move on Muon : A Hamiltonian probability gradient flow perspective of Muon optimizer
Aratrika Mustafi, Soumya Mukherjee, Bharath K. Sriperumbudur
We develop a gradient flow on the space of probability measures defined on matrix-valued parameters induced by regularized Muon, an analytically smoothed version of the idealized M…
Sobolev Regularized MMD Gradient Flow
Chenyang Tian, Bharath K. Sriperumbudur, Arthur Gretton +1
We propose Sobolev-regularized Maximum Mean Discrepancy (SrMMD) gradient flow, a regularized variant of maximum mean discrepancy (MMD) gradient flow based on a gradient penalty on…
Kernel Single-Index Bandits: Estimation, Inference, and Learning
Sakshi Arya, Satarupa Bhattacharjee, Bharath K. Sriperumbudur
We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametri…
Minimax Optimal Estimation of Mean and Covariance Functions with Spectral Regularization
Naveen Gupta, Bharath K Sriperumbudur
Estimation of the mean and covariance functions is a fundamental problem in functional data analysis, particularly for discretely observed functional data. In this work, we study a…
(De)-regularized Maximum Mean Discrepancy Gradient Flow
Zonghao Chen, Aratrika Mustafi, Pierre Glaser +3
We introduce a (de)-regularization of the Maximum Mean Discrepancy (DrMMD) and its Wasserstein gradient flow. Existing gradient flows that transport samples from source distributio…