detailed comments

We thank all reviewers for their valuable comments. We'll further improve in the final version. Q1: Beyond regression tasks: In this paper, we focus on regression tasks. It's indeed an interesting topic to systematically investigate on the robustness of We note that there is some recent work (e.g., [*1]) that studies the robustness of the MMD estimators, Q3. Results of larger networks: Guo et al. (ICML 2017) argued that the miscalibration was due to the sheer size of We'll make it clearer in the final version.