Invited speaker at an academic conference
Year
2024
Abstract
Maximum Mean Discrepancy (MMD, based on suitable kernels) leads to estimation procedures that are consistent without any assumption on the model nor on the data-generating process. This leads to strong robustness properties in practice, and this method was already used in complex models with promising results: estimation of SDE coefficients, ccopulas, data compression, generative models in AI.
ALQUIER, P. et GERBER, M. (2024). Robust estimation and regression with MMD. Dans: The Mathematics of Data: Workshop on Optimization and Discrete Structures. Singapore.
Keywords