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 stein discrepancy


$λ$-PSD: Scalable Approximate SNR-Optimised Polynomial Stein Discrepancies

arXiv.org Machine Learning

Polynomial Stein discrepancies (PSD) provide a scalable alternative to kernel Stein methods for measuring sample quality and goodness-of-fit testing, but their statistical properties remain poorly understood. We show that increasing polynomial degree primarily amplifies signal without adequately controlling variance, rather than directly optimising the signal-to-noise ratio (SNR). Under suitable assumptions, this might lead to a failure mode in which the $\text{SNR}^2$ can provably decay exponentially with polynomial degree. Motivated by this observation, we reformulate Stein discrepancy construction as an explicit $\text{SNR}^2$ maximisation problem, yielding a Rayleigh quotient over Stein features. This perspective motivates $λ$-PSD, an approximate scalable covariance-aware reweighting scheme defined in a low-dimensional subspace. Under Gaussian settings, we show that $λ$-PSD avoids the exponential $\text{SNR}^2$ collapse and achieves a stable $\text{SNR}^2$. Empirically, $λ$-PSD substantially improves test power while retaining linear-time complexity in the number of samples, highlighting the importance of SNR-aware design for scalable Stein discrepancies.


Event Generation with Parallel Langevin Sampling and Learned Stein Diagnostics

arXiv.org Machine Learning

Efficient event generation is a major computational challenge for precision collider phenomenology, especially for high-multiplicity final states where matrix-element evaluations are expensive and rejection-sampling efficiencies are low. We study an alternative approach based on many parallel underdamped Langevin chains, retaining one terminal state from each chain to obtain unweighted events while avoiding within-chain autocorrelation. A learned Stein discrepancy is used as a convergence diagnostic, providing a data-driven estimate of the relaxation time. We apply the method to tree-level $u\bar u\to Z+n g$ event generation and find that relaxation requires only a modest number of exact-target Langevin steps, with mild growth over the multiplicities studied. Finally, we show that simple neural-network surrogate initialization can substantially reduce the required number of exact matrix-element and gradient evaluations.



AKernelised Stein Statistic for Assessing Implicit Generative Models

Neural Information Processing Systems

Synthetic data generation has become a key ingredient for training machine learning procedures, addressing tasks such as data augmentation, analysing privacy-sensitive data, or visualising representative samples. Assessing the quality of such synthetic data generators hence has to be addressed. As (deep) generative models for synthetic data often do not admit explicit probability distributions, classical statistical procedures for assessing model goodness-of-fit may not be applicable. In this paper, we propose a principled procedure to assess the quality of a synthetic data generator. The procedure is a kernelised Stein discrepancy (KSD)-type test which is based on a non-parametric Stein operator for the synthetic data generator of interest. This operator is estimated from samples which are obtained from the synthetic data generator and hence can be applied even when the model is only implicit. In contrast to classical testing, the sample size from the synthetic data generator can be as large as desired, while the size of the observed data which the generator aims to emulate is fixed. Experimental results on synthetic distributions and trained generative models on synthetic and real datasets illustrate that the method shows improved power performance compared to existing approaches.







StochasticSteinDiscrepancies

Neural Information Processing Systems

Stein discrepancies (SDs) monitor convergence andnon-convergence inapprox-imate inference when exact integration and sampling are intractable. However,the computation of a Stein discrepancy can be prohibitive if the Stein operator - often a sum over likelihood terms or potentials - is expensive to evaluate.