Regularized maximum mean discrepancy for variable importance measure

DOI10.1007/S11222-026-10927-4MaRDI QIDQ7316866zbMATH OpenFDO

Authors Bingyao Huang, Yanyan Liu, Liuhua Peng

Publication date 21 August 2026

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-026-10927-4

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

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• Kernel two-sample tests in high dimensions: interplay between moment discrepancy and dimension-and-sample orders
• On the Distribution of the Two-Sample Cramer-von Mises Criterion
• Random forests
• The Elements of Statistical Learning
• Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance

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