Simulation-Based Inference with Convolutional Maximum Mean Discrepancy for Noisy Data
Ritwik Vashistha, Jeff M. Phillips, Abhra Sarkar, Arya Farahi
Ignoring measurement noise degrades statistical inference. Existing correction techniques are often computationally costly and inefficient. Kernel methods based on maximum mean discrepancy have enabled efficient, likelihood-free inference, but they typically assume clean data. We introduce a framework for inference with samples corrupted by potentially heteroscedastic noise from a known distribution. Central to our method is the convolutional maximum mean discrepancy, which compares distributions after noise convolution and retains metric validity under standard kernel conditions. We establish finite-sample deviation bounds that are unaffected by measurement error and an equivalence between testing under noise and kernel smoothing. Based on this discrepancy, we propose an estimator, establish its consistency and asymptotic normality, and provide an efficient implementation using stochastic gradient descent. We demonstrate the practical effectiveness of our method through simulations and applications in astronomy, anthropometry, and the social sciences. Our method provides a unified, likelihood-free, simulation-based framework for efficient and robust inference for broad classes of problems in noisy data.
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