We propose a series of computationally efficient, nonparametric tests for the two-sample, independence and goodness-of-fit problems, using the Maximum Mean Discrepancy …
We propose two novel nonparametric two-sample kernel tests based on the Maximum Mean Discrepancy (MMD). First, for a fixed kernel, we construct an MMD test using either …
We propose novel statistics which maximise the power of a two-sample test based on the Maximum Mean Discrepancy (MMD), byadapting over the set of kernels used in defining it …
Summary introduced a simple new rank correlation coefficient that has attracted much attention recently. The coefficient has the unusual appeal that it not only estimates a …
J Barr, H Rabitz - SIAM/ASA Journal on Uncertainty Quantification, 2022 - SIAM
Global sensitivity analysis (GSA) is frequently used to analyze how the uncertainty in input parameters of computational models or in experimental setups influences the uncertainty of …