Statistical Learning
Fast Two-Sample Testing with Analytic Representations of Probability Measures
Kacper P. Chwialkowski, Aaditya Ramdas, Dino Sejdinovic, Arthur Gretton
We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses smoothed empirical characteristic functions to represent the distributions, the second uses distribution embeddings in a reproducing kernel Hilbert space. Analyticity implies that differences in the distributions may be detected almost surely at a finite number of randomly chosen locations/frequencies. The new tests are consistent against a larger class of alternatives than the previous linear-time tests based on the (non-smoothed) empirical characteristic functions, while being much faster than the current state-of-the-art quadratic-time kernel-based or energy distance-based tests. Experiments on artificial benchmarks and on challenging real-world testing problems demonstrate that our tests give a better power/time tradeoff than competing approaches, and in some cases, better outright power than even the most expensive quadratic-time tests. This performance advantage is retained even in high dimensions, and in cases where the difference in distributions is not observable with low order statistics.
Thompson Sampling for Multinomial Logit Contextual Bandits
The confidence set is updated based on the revenue feedback which is revealed after an arm is pulled. TS assumes a prior distribution over the parameters defining the reward distribution. At each step, a parameter value is sampled from the posterior distribution, and an optimal arm corresponding to a sampled parameter is pulled.
A Reduced-Dimension fMRI Shared Response Model
Po-Hsuan (Cameron) Chen, Janice Chen, Yaara Yeshurun, Uri Hasson, James Haxby, Peter J. Ramadge
Multi-subject fMRI data is critical for evaluating the generality and validity of findings across subjects, and its effective utilization helps improve analysis sensitivity. We develop a shared response model for aggregating multi-subject fMRI data that accounts for different functional topographies among anatomically aligned datasets. Our model demonstrates improved sensitivity in identifying a shared response for a variety of datasets and anatomical brain regions of interest. Furthermore, by removing the identified shared response, it allows improved detection of group differences. The ability to identify what is shared and what is not shared opens the model to a wide range of multi-subject fMRI studies.