4 papers · 1 filter
A Unified View of Optimal Kernel Hypothesis Testing
Antonin Schrab
This paper provides a unifying view of optimal kernel hypothesis testing across the MMD two-sample, HSIC independence, and KSD goodness-of-fit frameworks. Minimax optimal separatio…
A Practical Introduction to Kernel Discrepancies: MMD, HSIC & KSD
Antonin Schrab
This article provides a practical introduction to kernel discrepancies, focusing on the Maximum Mean Discrepancy (MMD), the Hilbert-Schmidt Independence Criterion (HSIC), and the K…
Robust Kernel Hypothesis Testing under Data Corruption
Antonin Schrab, Ilmun Kim
We propose a general method for constructing robust permutation tests under data corruption. The proposed tests effectively control the non-asymptotic type I error under data corru…
Credal Two-Sample Tests of Epistemic Uncertainty
Siu Lun Chau, Antonin Schrab, Arthur Gretton +2
We introduce credal two-sample testing, a new hypothesis testing framework for comparing credal sets -- convex sets of probability measures where each element captures aleatoric un…