Minimax Estimation of Kernel Stein Discrepancy: Trace versus Hilbert-Schmidt Scales

arXiv:2607.03367 · math.ST, stat.ML · Submitted 2026-07-03 · Read on arXiv

Davit Gogolashvili

math.ST, stat.ML

Submitted: 2026-07-03

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Kernel Stein Discrepancy — 25× in this paper
• Trace — 21× in this paper · explained in 2 episodes
• Degeneracy — 3× in this paper · explained in 4 episodes
• Benchmark — 2× in this paper · explained in 2 episodes
• Embeddings — 2× in this paper · explained in 2 episodes
• Hilbert Space — 2× in this paper · explained in 2 episodes
• International Conference on Machine Learning — 2× in this paper
• Minimax optimality — 2× in this paper · explained in 3 episodes
• Bayesian Inference — 1× in this paper · explained in 5 episodes
• Consistency — 1× in this paper · explained in 3 episodes
• Regularization — 1× in this paper · explained in 3 episodes

Sources

• Probabilistic Inference and Learning with Stein's Method
• Nystr\"om Kernel Stein Discrepancy
• Nystr\"om Kernel Stein Discrepancy Tests

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