The Minimax Lower Bound of Kernel Stein Discrepancy Estimation
AISTATS 2026
We studied the minimax lower bound of Kernel Stein Discrepancy (KSD) estimation in $\mathbb R^d$ and in general topological spaces. We found that the fastest estimation for the KSD one can achieve is $\mathcal O(n^{-1/2})$.
Cite
@INPROCEEDINGS{cribeiro26minimax,
AUTHOR = {Jose Cribeiro-Ramallo and Agnideep Aich and Florian Kalinke and Ashit Baran Aich and Zolt{\'a}n Szab{\'o}},
TITLE = {The Minimax Lower Bound of Kernel {S}tein Discrepancy Estimation},
BOOKTITLE = {International Conference on Artificial Intelligence and Statistics (AISTATS)},
YEAR = {2026},
pages = {901--909},
}