Sobolev-regularized MMD gradient flow penalizes witness function gradients to ensure global convergence without isoperimetric assumptions, applying to both sampling and generative modeling.
A Hilbert-valued one-step estimator enables semiparametrically efficient inference and bootstrap-calibrated tests for kernel noise heterogeneity in additive noise models.
Closed-form last-layer optimization treats final weights as backbone-dependent functions, yielding convergence guarantees and outperforming SGD and Adam on regression tasks.