Author

Davit Gogolashvili

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Preprint Jul 2026

Minimax Estimation of Kernel Stein Discrepancy: Trace versus Hilbert-Schmidt Scales

Kernel Stein Discrepancy (KSD) compares a sample to a fixed target distribution known only through its score, and is widely used for goodness-of-fit testing, sample quality assessment, and approximate inference. We study the estimation of $\operatorname{KSD}(P_0,P)$ from $n$ independent observations and identify the sh...

Davit Gogolashvili · 1 citation