Tag: discrepancies

A Practical Introduction to Kernel Discrepancies: MMD, HSIC & KSD arXiv:2503.04820v1 Announce Type: new Abstract: This article provides a practical introduction to kernel discrepancies, focusing on the Maximum Mean Discrepancy (MMD), the Hilbert-Schmidt Independence Criterion (HSIC), and the Kernel Stein Discrepancy (KSD). Various estimators for these discrepancies are presented, including the commonly-used V-statistics and U-statistics,…