arXiv:2611.14749 · v1

Don't Match the Noise: Distribution Matching under Unknown Measurement Error with an Audit Sample

首次提交 2026-11-11 05:19

版本更新 2026-11-11 05:19

雷达观测 2026-11-13 10:09

摘要

Real-world machine learning systems often operate on imperfect measurements: sensors are noisy, annotations are produced by non-experts, and scientific observations are often indirect. In these settings, classic distribution comparison tools such as maximum mean discrepancy (MMD) can be systematically biased, matching artifacts of the measurement process rather than the underlying mechanisms of interest. We study a practical regime in which noisy observations are abundant, but only a small audited subset contains ground-truth measurements. We propose measurement-error-corrected MMD (MEC-MMD), an audit-based estimator that debiases kernel evaluations without requiring a noise model. MEC-MMD is exactly unbiased for the oracle MMD under simple random auditing, admits an explicit variance decomposition, and is consistent for the population MMD, achieving the standard $O_p(N^{-1/2})$ rate when the audit size scales with the dataset. We demonstrate the utility of distributional matching with MEC-MMD loss for both parameter estimation and unsupervised applications, showing that MEC-MMD consistently outperforms MMD and alternative methods. These results provide a principled foundation for robust distribution comparison, simulation-based inference, and learning in noisy real-world machine learning pipelines.

作者备注：Accepted at NeurIPS 2026