https://github.com/computorg/published-202511-alquier-regmmd

Repo for the regMMD paper submitted to Computo
https://github.com/computorg/published-202511-alquier-regmmd

estimation mmd regression

Last synced: about 15 hours ago
JSON representation

Repo for the regMMD paper submitted to Computo

• Host: GitHub
• URL: https://github.com/computorg/published-202511-alquier-regmmd
• Owner: computorg
• Created: 2025-04-22T03:28:24.000Z (about 1 year ago)
• Default Branch: main
• Last Pushed: 2025-11-18T14:18:28.000Z (8 months ago)
• Last Synced: 2025-11-18T16:37:58.446Z (8 months ago)
• Topics: estimation, mmd, regression
• Language: TeX
• Homepage: https://computo-journal.org/published-202511-alquier-regmmd/
• Size: 210 KB
• Stars: 0
• Watchers: 1
• Forks: 1
• Open Issues: 2
• Metadata Files:
  • Readme: README.md

Awesome Lists containing this project

README

          
# `regMMD`: an `R` package for parametric estimation and regression with maximum mean discrepancy

Pierre Alquier, Mathieu Gerber

2025-11-18

### Citation

Pierre Alquier and Mathieu Gerber (November 2025). regMMD: an R package for parametric estimation and regression with maximum mean discrepancy. Computo.

### Badges

[![build and

publish](https://github.com/computorg/published-202511-alquier-regmmd/actions/workflows/build.yml/badge.svg)](https://github.com/computorg/published-202511-alquier-regmmd/actions/workflows/build.yml)

[![reviews](https://img.shields.io/badge/review-report-blue)](https://github.com/computorg/published-202511-alquier-regmmd/issues?q=is%3Aopen+is%3Aissue+label%3Areview)

[![SWH](https://archive.softwareheritage.org/badge/origin/https://github.com/computorg/published-202511-alquier-regmmd)](https://archive.softwareheritage.org/browse/origin/?origin_url=https://github.com/computorg/published-202511-alquier-regmmd)

[![DOI:10.57750/d6d1-gb09](https://img.shields.io/badge/DOI-10.57750%2Fd6d1--gb09-034E79.svg)](https://doi.org/10.57750/d6d1-gb09)

[![Creative Commons

License](https://i.creativecommons.org/l/by/4.0/80x15.png)](http://creativecommons.org/licenses/by/4.0/)

### Authors’ affiliations

- [Pierre Alquier](https://pierrealquier.github.io/) (ESSEC Business School)

- [Mathieu Gerber](https://research-information.bris.ac.uk/en/persons/mathieu-gerber) (University of Bristol)

### Abstract

The Maximum Mean Discrepancy (MMD) is a kernel-based metric widely used

for nonparametric tests and estimation. Recently, it has also been

studied as an objective function for parametric estimation, as it has

been shown to yield robust estimators. We have implemented MMD

minimization for parameter inference in a wide range of statistical

models, including various regression models, within an `R` package

called `regMMD`. This paper provides an introduction to the `regMMD`

package. We describe the available kernels and optimization procedures,

as well as the default settings. Detailed applications to simulated and

real data are provided.