arXiv:2605.02260stat.MLcs.LG2026-05

提出条件分布差异度量新框架,有效捕捉复杂依赖关系。

Measuring Differences between Conditional Distributions using Kernel Embeddings

  • 基于核嵌入构建条件最大均值差异(CMMD)框架,分三类层次
  • 引入新型双重稳健估计器,仅需一个模型正确即可一致
  • 适用于因果推断、分布检验等需要条件分布比较的场景

比较条件分布是统计学与机器学习中的基础挑战,应用广泛。现有基于再生核希尔伯特空间(RKHS)中分布核嵌入的方法虽具强大非参数能力,但理论零散且缺乏统一框架。本文提出统一框架,通过条件最大均值差异(CMMD)衡量条件分布差异,包含三类特殊情形:CMMD₀(条件均值算子)、CMMD₁(条件均值嵌入)、CMMD₂(联合均值嵌入),并定义通用水平s的CMMD,明确假设条件,建立各层次间的算子平滑联系。在回顾已有估计器基础上,提出一种新的双重稳健估计器,只要至少一个基础模型正确,即可保持一致性。数值实验表明,该方法能有效捕捉复杂条件依赖关系,适用于统计检验。

原文摘要 · Abstract (English)

Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions in a reproducing kernel Hilbert space (RKHS) provide powerful non-parametric techniques, the existing literature remains fragmented and lacks a unified theoretical treatment. This paper addresses this gap by establishing a coherent framework for studying kernel-based methods to measure divergence between conditional distributions through what we refer to as conditional maximum mean discrepancy (CMMD). The CMMD consists of a family of metrics which we call levels, with three special cases each using a different type of RKHS embedding: CMMD$_0$ (conditional mean operators), CMMD$_1$ (conditional mean embeddings), and CMMD$_2$ (joint mean embeddings). We additionally introduce a general level $s$ CMMD, clarifying the required assumptions, and establishing mathematical connections between the levels through the lens of operator-based smoothing. In addition to reviewing previously proposed estimators, we introduce a novel doubly robust estimator for the CMMD that maintains consistency provided at least one of the underlying models is correctly specified. We provide numerical experiments demonstrating that the CMMD effectively captures complex conditional dependencies for statistical testing.

分布比较核方法条件分布统计检验

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