Finite-Sample Unbiased Variance of MMD under Unbalanced Sampling: Exact Estimation and Quasi-Linear Computation
Read the original on arXiv Machine Learning →The Flow has not summarised this story yet — read it at arXiv Machine Learning.
The Flow has not summarised this story yet — read it at arXiv Machine Learning.
arXiv:2606. 27171v1 Announce Type: new Abstract: This work addresses the problem of variance in stochastic gradient estimation for machine learning optimization.
arXiv:2606. 16257v1 Announce Type: cross Abstract: Sampling from high-dimensional, non-log-concave distributions with unnormalized densities is a fundamental challenge in machine learning, particularly when the exact gradient of the potential is unavailable and must be approximated via stochastic gradients that exhibit high variance under a fixed budget of gradient computations per iteration.
arXiv:2509. 09078v3 Announce Type: replace-cross Abstract: Given-data methods for variance-based sensitivity analysis have significantly advanced the feasibility of Sobol' index computation for computationally expensive models and models with many inputs.
arXiv:2608. 10096v1 Announce Type: cross Abstract: Modern data science increasingly gives rise to hypothesis-testing problems that are not naturally formulated in terms of parameters within prespecified statistical models.
arXiv:2512. 13997v2 Announce Type: replace-cross Abstract: Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions.
arXiv:2502. 04646v2 Announce Type: replace-cross Abstract: Weighted sampling -- sampling from a probability density function (PDF) proportional to the product of a base PDF and a weight function -- is a fundamental technique with wide-ranging applications in variance reduction, biased sampling, data augmentation, and more.