regMMD: An R package for parametric estimation and regression with maximum mean discrepancy
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2025
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866916704826687488 |
|---|---|
| author | Alquier, Pierre Gerber, Mathieu |
| author_facet | Alquier, Pierre Gerber, Mathieu |
| contents | The Maximum Mean Discrepancy (MMD) is a kernel-based metric widely used for nonparametric tests and estimation. Recently, it has also been studied as an objective function for parametric estimation, as it has been shown to yield robust estimators. We have implemented MMD minimization for parameter inference in a wide range of statistical models, including various regression models, within an R package called regMMD. This paper provides an introduction to the regMMD package. We describe the available kernels and optimization procedures, as well as the default settings. Detailed applications to simulated and real data are provided. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_05297 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | regMMD: An R package for parametric estimation and regression with maximum mean discrepancy Alquier, Pierre Gerber, Mathieu Computation Methodology The Maximum Mean Discrepancy (MMD) is a kernel-based metric widely used for nonparametric tests and estimation. Recently, it has also been studied as an objective function for parametric estimation, as it has been shown to yield robust estimators. We have implemented MMD minimization for parameter inference in a wide range of statistical models, including various regression models, within an R package called regMMD. This paper provides an introduction to the regMMD package. We describe the available kernels and optimization procedures, as well as the default settings. Detailed applications to simulated and real data are provided. |
| title | regMMD: An R package for parametric estimation and regression with maximum mean discrepancy |
| topic | Computation Methodology |
| url | https://arxiv.org/abs/2503.05297 |