arXiv:2605.25173stat.MLcs.LG2026-05被引 1

用快速近似方法加速核Stein散度检验,速度提升但性能不变。

Nyström Kernel Stein Discrepancy Tests

  • 引入Nyström方法加速核Stein散度估计,保持统计精度。
  • 加速后检验的显著性水平和局部一致性仍满足要求。
  • 适用于高维球面与函数型数据的高效假设检验,适合大规模场景。

核Stein散度(KSD)是通用域上广受欢迎的拟合优度(GoF)度量,广泛用于构建强效的GoF检验。然而,基于经典U/V统计量的KSD估计器存在两大缺陷:(i) 运行时间随样本数平方增长;(ii) 渐近零分布通常难以计算,需依赖自助法处理。尽管已知在温和条件下Nyström方法可加速KSD估计且不损失统计精度,但其对基于自助法的GoF检验的影响尚属未知。本文首次证明,该加速方法能保持原方法的关键性质:渐近显著性水平与局部一致性。数值实验表明,针对球面与函数型数据的GoF检验中,Nyström加速方法在统计表现上与二次时间方法相当,但运行时间显著降低。

原文摘要 · Abstract (English)

Kernel Stein discrepancy (KSD) is among the most popular goodness-of-fit (GoF) measures on general domains with a large number of successful deployments. One of the main applications of KSD is in constructing powerful GoF tests. However, tests relying on the classical U-/V-statistic-based KSD estimators have two major drawbacks. (i) Their runtime scales quadratically in the number of samples. (ii) Their asymptotic null distribution is computationally intractable in most cases, typically handled by bootstrapping. While it is known that the Nyström method permits accelerating KSD estimation with no loss of statistical accuracy under mild conditions, to the best of our knowledge, the fundamental question of its impact on bootstrap-based GoF testing is open; resolving this question is the focus of the current paper. In particular, we prove that the key properties of the quadratic-time bootstrapped KSD-based GoF test (asymptotic level and local consistency) are preserved by its Nyström acceleration. We numerically demonstrate the efficiency of the accelerated KSD estimator and bootstrap in the context of GoF testing of spherical and functional data. Our numerical results show that the Nyström-accelerated method performs statistically on-par with the quadratic-time approach, while requiring substantially smaller runtime.

假设检验核方法加速算法统计推断

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