Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
From MaRDI portal
Publication:2073208
Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A kernel multiple change-point algorithm via model selection
- A kernel two-sample test
- A new method for estimation and model selection: \(\rho\)-estimation
- A new weak dependence condition and applications to moment inequalities
- Approximation dans les espaces m�triques et th�orie de l'estimation
- Asymptotic Statistics
- Asymptotic Theory of Weakly Dependent Random Processes
- Challenging the empirical mean and empirical variance: a deviation study
- Combinatorial methods in density estimation
- Computational aspects of fitting mixture models via the expectation-maximization algorithm
- Concentration inequalities. A nonasymptotic theory of independence
- Consistency of variational Bayes inference for estimation and model selection in mixtures
- Convergence of estimates under dimensionality restrictions
- Density estimation with quadratic loss: a confidence intervals method
- Efficient algorithms and lower bounds for robust linear regression
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
- Geometric median and robust estimation in Banach spaces
- Hilbert space embeddings and metrics on probability measures
- scientific article; zbMATH DE number 4170917 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 3535480 (Why is no real title available?)
- scientific article; zbMATH DE number 3541764 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3605754 (Why is no real title available?)
- scientific article; zbMATH DE number 6469174 (Why is no real title available?)
- Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
- Inégalités de Hoeffding pour les fonctions lipschitziennes de suites dépendantes
- Kernel Mean Embedding of Distributions: A Review and Beyond
- Large Sample Properties of Generalized Method of Moments Estimators
- List-decodable robust mean estimation and learning mixtures of spherical Gaussians
- Loss minimization and parameter estimation with heavy tails
- Mean estimation and regression under heavy-tailed distributions: A survey
- Mean estimation with sub-Gaussian rates in polynomial time
- Minimax estimation of kernel mean embeddings
- Minimum Distance and Robust Estimation
- Mixing: Properties and examples
- Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
- Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean
- On McDiarmid's concentration inequality
- On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
- Optimal estimation and rank detection for sparse spiked covariance matrices
- Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood
- Random generation of combinatorial structures from a uniform distribution
- Rates of convergence of minimum distance estimators and Kolmogorov's entropy
- Regression depth and center points.
- Rho-estimators revisited: general theory and applications
- Risk minimization by median-of-means tournaments
- Robust classification via MOM minimization
- Robust covariance and scatter matrix estimation under Huber's contamination model
- Robust dimension-free Gram operator estimates
- Robust Estimation of a Location Parameter
- Robust estimators in high-dimensions without the computational intractability
- Robust moment estimation and improved clustering via sum of squares
- Robust PCA and pairs of projections in a Hilbert space
- Robust statistical learning with Lipschitz and convex loss functions
- Robust Stochastic Approximation Approach to Stochastic Programming
- Some theoretical properties of GANs
- SPADES and mixture models
- Sparse Density Estimation with ℓ1 Penalties
- Sub-Gaussian mean estimators
- The consistency of posterior distributions in nonparametric problems
- The Minimum Distance Method
- The space complexity of approximating the frequency moments
- Weak dependence. With examples and applications.
- Weakly dependent functional data
Cited in
(16)- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
- A Bayesian approach to (online) transfer learning: theory and algorithms
- Estimation of Copulas via Maximum Mean Discrepancy
- Discrepancy-based inference for intractable generative models using quasi-Monte Carlo
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
- Robust Bayesian inference for measurement error misspecification: the Berkson and classical cases
- Discussion of the paper ``Connecting model-based and model-free approaches to linear least squares regression
- Efficient numerical integration in reproducing kernel Hilbert spaces via leverage scores sampling
- Distribution free tests for model selection based on maximum mean discrepancy with estimated parameters
- Variance-aware estimation of kernel mean embedding
- Composite goodness-of-fit tests with kernels
- Minimum kernel discrepancy estimators
- Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity
- Robust estimation for kernel exponential families with smoothed total variation distances
- Online kernel CUSUM for change-point detection
- regMMD
This page was built for publication: Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2073208)