Stein's method meets computational statistics: A review of some recent developments

A Anastasiou, A Barp, FX Briol, B Ebner… - Statistical …, 2023 - projecteuclid.org
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 …

A kernel stein test of goodness of fit for sequential models

J Baum, H Kanagawa, A Gretton - … Conference on Machine …, 2023 - proceedings.mlr.press
We propose a goodness-of-fit measure for probability densities modeling observations with
varying dimensionality, such as text documents of differing lengths or variable-length …

KSD aggregated goodness-of-fit test

A Schrab, B Guedj, A Gretton - Advances in Neural …, 2022 - proceedings.neurips.cc
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 …

Composite goodness-of-fit tests with kernels

O Key, A Gretton, FX Briol, T Fernandez - arXiv preprint arXiv:2111.10275, 2021 - arxiv.org
Model misspecification can create significant challenges for the implementation of
probabilistic models, and this has led to development of a range of robust methods which …

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 …

A Stein goodness-of-test for exponential random graph models

W Xu, G Reinert - International Conference on Artificial …, 2021 - proceedings.mlr.press
We propose and analyse a novel nonparametric goodness-of-fit testing procedure for ex-
changeable exponential random graph model (ERGM) when a single network realisation is …

Minimax Optimal Goodness-of-Fit Testing with Kernel Stein Discrepancy

O Hagrass, B Sriperumbudur… - arXiv preprint arXiv …, 2024 - arxiv.org
We explore the minimax optimality of goodness-of-fit tests on general domains using the
kernelized Stein discrepancy (KSD). The KSD framework offers a flexible approach for …

Gradient-free kernel Stein discrepancy

M Fisher, CJ Oates - Advances in Neural Information …, 2024 - proceedings.neurips.cc
Stein discrepancies have emerged as a powerful statistical tool, being applied to
fundamental statistical problems including parameter inference, goodness-of-fit testing, and …

Interpretable Stein goodness-of-fit tests on Riemannian manifold

W Xu, T Matsuda - International Conference on Machine …, 2021 - proceedings.mlr.press
In many applications, we encounter data on Riemannian manifolds such as torus and
rotation groups. Standard statistical procedures for multivariate data are not applicable to …

On the Robustness of Kernel Goodness-of-Fit Tests

X Liu, FX Briol - arXiv preprint arXiv:2408.05854, 2024 - arxiv.org
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 …