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Add JMMD #1109

@dominicjbroadbent

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@dominicjbroadbent

What's the new feature?

Add JMMD from https://arxiv.org/abs/2504.10139

What value does this add?

Allows for discrepancies between joint distributions to be measured.

Is there an alternative you've considered?

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    enhancementNew feature or requesthelp wantedExtra attention is needed - external contributions welcome

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