Over the past 20 years, kernel discrepancies have been leveraged as a highly powerful tool for quantifying the disagreement of distributions, with numerous successful applications in two-sample, goodness-of-fit, and independence testing, among others. Their fastest estimators are known to converge at a parametric rate---$n^{-1/2}$---under mild conditions. While this rate is known to be minimax optimal on $\mathbb R^d$ under strict assumptions with bounded kernels, little is known about its optimality beyond the finite-dimensional Euclidean setting with unbounded kernels. In this work, we prove that the minimax lower bound of estimation of the most popular kernel discrepancies (maximum mean discrepancy, Hilbert-Schmidt independence criterion and kernel Stein discrepancy; MMD, HSIC, KSD) is $n^{-1/2}$ on general topological spaces, and under mild assumptions on the kernel; the same rates are shown (as corollaries) to hold for the estimation of the mean embedding and the centered cross-covariance operator. Our results settle the question of optimal estimation of these kernel discrepancies.
This work proposes the first robust estimator achieving near-optimal dimension-free statistical rates in this setting, and extends the trimmed-mean framework underlying recent advances in robust mean and covariance estimation to arbitrary tensor order.
R. Oliveira, Zoraida F. Rico, Philip Thompson· 0 citations
Exhaustive moment fitting in this constant-dimensional space produces a proper mixture and, together with the dimension-free moment characterization of Gaussian mixtures, achieves the optimal Hellinger rate in polynomial arithmetic time for every fixed $k$.
We study optimal sampling recovery in reproducing kernel Hilbert spaces (RKHS) in the uniform norm. For every RKHS with bounded kernel, we establish new comparisons between linear sampling widths and Gelfand widths that overcome the known square-root gap, without requiring a measure or a Christoffel-type condition. Our...
S. Neumayer, K. Pozharska, T. Ullrich· 1 citation· ⚡1
We propose a unified Kernel Minimum Distance (KMD) framework for estimating and testing models defined by conditional moment restrictions. By embedding conditional moments into a Reproducing Kernel Hilbert Space (RKHS), we construct a closed-form $V$-statistic objective function that quantifies the distance from the re...
The results show that sharp converses for minimax quantiles require adapting the information measure to the recovery resolution, whether exact or approximate, and to the tail behaviour of the likelihood ratio.
Because 2SLS is built from sample averages, a small number of observations can have a disproportionate effect on estimates and inference. We introduce W-2SLS, a simple drop-in robustification that replaces these averages by quantile-winsorized means. We analyze W-2SLS under adversarial contamination, which permits both...
A. B. Kock, David Preinerstorfer· 0 citations
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