Signature Maximum Mean Discrepancy Two-Sample Statistical Tests

Andrew Alden; Blanka Horvath; Zacharia Issa

Home/Archive/arXiv

arXiv · 2506.01718

Signature Maximum Mean Discrepancy Two-Sample Statistical Tests

Andrew Alden·Blanka Horvath·Zacharia Issa

View original source ↗Read source document ↗Export metadata ↓

Abstract

Maximum Mean Discrepancy (MMD) is a widely used concept in machine learning research which has gained popularity in recent years as a highly effective tool for comparing (finite-dimensional) distributions. Since it is designed as a kernel-based method, the MMD can be extended to path space valued distributions using the signature kernel. The resulting signature MMD (sig-MMD) can be used to define a metric between distributions on path space. Similarly to the original use case of the MMD as a test statistic within a two-sample testing framework, the sig-MMD can be applied to determine if two sets of paths are drawn from the same stochastic process. This work is dedicated to understanding the possibilities and challenges associated with applying the sig-MMD as a statistical tool in practice. We introduce and explain the sig-MMD, and provide easily accessible and verifiable examples for its practical use. We present examples that can lead to Type 2 errors in the hypothesis test, falsely indicating that samples have been drawn from the same underlying process (which generally occurs in a limited data setting). We then present techniques to mitigate the occurrence of this type of error.

Explore related subjects

stat.ML cs.LG math.DS

Keep this discovery

Explore connections, maps & timelines

BibTeX RIS

Andrew Alden, Blanka Horvath, Zacharia Issa. 2025-06-02. Signature Maximum Mean Discrepancy Two-Sample Statistical Tests. https://arxiv.org/abs/2506.01718

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Conditional Distributional Treatment Effects: Doubly Robust Estimation and Testing

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to capture such conditional distributional treatment effects, and develop a doubly robust estimator that is minimax optimal in the local asymptotic sense. Using this, we develop a test for the global homogeneity of conditional potential outcome distributions that accommodates discrepancies beyond the maximum mean discrepancy (MMD), has provably valid type 1 error, and is consistent against fixed alternatives---the first test, to our knowledge, with such guarantees in this setting. We then provide a test that aggregates evidence across a grid of kernel-bandwidth choices. Furthermore, we derive exact closed-form expressions for two natural discrepancies (including the MMD), and provide a computationally efficient, permutation-free algorithm for our test.

stat.ML↗

arXiv2026

Flow Matching for Count Data

High-dimensional count data arise in applications such as single-cell RNA sequencing and neural spike trains, where mappings between distributions across successive batches or time points form critical components of data analysis. The recent success of diffusion- and flow-based deep generative models for images, video, and text motivates extending these ideas to count-valued settings, but many existing methods either treat each count as a categorical state or transform counts into a continuous space, neither of which is natural or efficient when the count range is large. We propose count-FM, a flow-matching framework for count data based on a continuous-time birth-death process with local unit jumps. Count-FM learns marginal transitions efficiently in count space through simulation-free training of conditional transition rates, allowing transport between arbitrary count-distributed source and target populations. In simulation, count-FM variants achieve strong sample quality while using substantially fewer parameters. We further apply count-FM to scRNA-seq and neural spike-train data for unconditional generation, transport, and conditional generation. Across these tasks, count-FM yields improved sample quality, greater modeling efficiency, and interpretable transport paths.

stat.ML↗

arXiv2026

Chaos Is a LADDER: Domain Generalization Beyond Invariance via Reweighting

Domain generalization (DG) aims to learn from multiple source domains and generalize to unseen target domains. Most DG methods pursue invariance: they seek a causal representation whose prediction rule is invariant across domains. This principle is effective when the causal mechanism is stable, but becomes restrictive when the domain itself modulates how causal content maps to the response. In this case, directly feeding domain style into the predictor can create misleading shortcuts, since style does not by itself cause the response. Yet the apparent chaos of multiple styles can become a ladder: style can locate the unseen target domain among source domains and guide which domain-dependent prediction rules should be trusted. We propose \emph{Latent Adaptive Domain Disentanglement and Environment Reweighting} (LADDER), a fixed-model DG pipeline that learns causal/style representations, freezes the encoders, fits source-specific classifiers, and uses an unlabeled target-domain covariate set only at inference to compute weights over these fixed classifiers, with no target labels or model-state updates. We establish theoretical guarantees for source reweighting and validate LADDER on simulations, FMoW, and a location-grouped iWildCam protocol, with gains in overall and group-averaged accuracy.

stat.ML↗