|
| 1 | +- abstract': >- |
| 2 | + The Maximum Mean Discrepancy (MMD) is a kernel-based |
| 3 | + metric widely used for nonparametric tests and estimation. Recently, |
| 4 | + it has also been studied as an objective function for parametric |
| 5 | + estimation, as it has been shown to yield robust estimators. We have |
| 6 | + implemented MMD minimization for parameter inference in a wide range |
| 7 | + of statistical models, including various regression models, within |
| 8 | + an `R` package called `regMMD`. This paper provides an introduction |
| 9 | + to the `regMMD` package. We describe the available kernels and |
| 10 | + optimization procedures, as well as the default settings. Detailed |
| 11 | + applications to simulated and real data are provided. |
| 12 | + authors: Pierre Alquier and Mathieu Gerber |
| 13 | + bibtex: >+ |
| 14 | + @article{alquier2025, |
| 15 | + author = {Alquier, Pierre and Gerber, Mathieu}, |
| 16 | + publisher = {French Statistical Society}, |
| 17 | + title = {`regMMD`: An {`R`} Package for Parametric Estimation and |
| 18 | + Regression with Maximum Mean Discrepancy}, |
| 19 | + journal = {Computo}, |
| 20 | + date = {2025-11-18}, |
| 21 | + doi = {10.57750/d6d1-gb09}, |
| 22 | + issn = {2824-7795}, |
| 23 | + langid = {en}, |
| 24 | + abstract = {The Maximum Mean Discrepancy (MMD) is a kernel-based |
| 25 | + metric widely used for nonparametric tests and estimation. Recently, |
| 26 | + it has also been studied as an objective function for parametric |
| 27 | + estimation, as it has been shown to yield robust estimators. We have |
| 28 | + implemented MMD minimization for parameter inference in a wide range |
| 29 | + of statistical models, including various regression models, within |
| 30 | + an `R` package called `regMMD`. This paper provides an introduction |
| 31 | + to the `regMMD` package. We describe the available kernels and |
| 32 | + optimization procedures, as well as the default settings. Detailed |
| 33 | + applications to simulated and real data are provided.} |
| 34 | + } |
| 35 | +
|
| 36 | + date: 2025-11-18 |
| 37 | + description: This document provides a complete introduction to the template based on the `regMMD` package for `R`, that implements minimum distance estimation in various parametric and regression models using the maximum mean discrepancy (MMD) metric. |
| 38 | + doi: 10.57750/d6d1-gb09 |
| 39 | + draft: false |
| 40 | + journal: Computo |
| 41 | + pdf: '' |
| 42 | + repo: published-202511-alquier-regmmd |
| 43 | + title: '`regMMD`: an `R` package for parametric estimation and regression with maximum mean discrepancy' |
| 44 | + url: '' |
| 45 | + year: 2025 |
1 | 46 | - abstract': >- |
2 | 47 | This paper presents a new algorithm (and an additional |
3 | 48 | trick) that allows to compute fastly an entire curve of post hoc |
|
20 | 65 | bibtex: >+ |
21 | 66 | @article{durand2025, |
22 | 67 | author = {Durand, Guillermo}, |
23 | | - publisher = {Société Française de Statistique}, |
| 68 | + publisher = {French Statistical Society}, |
24 | 69 | title = {Fast Confidence Bounds for the False Discovery Proportion |
25 | 70 | over a Path of Hypotheses}, |
26 | 71 | journal = {Computo}, |
27 | 72 | date = {2025-10-09}, |
28 | | - url = {https://computo-journal.org/published-202510-durand-fast}, |
29 | 73 | doi = {10.57750/efbs-ef14}, |
30 | 74 | issn = {2824-7795}, |
31 | 75 | langid = {en}, |
|
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