Minimax Optimal Goodness-of-Fit Testing with Kernel Stein Discrepancy
Minimax Optimal Goodness-of-Fit Testing with Kernel Stein Discrepancy
We explore the minimax optimality of goodness-of-fit tests on general domains using the kernelized Stein discrepancy (KSD). The KSD framework offers a flexible approach for goodness-of-fit testing, avoiding strong distributional assumptions, accommodating diverse data structures beyond Euclidean spaces, and relying only on partial knowledge of the reference distribution, while maintaining …