A Hilbert Space Embedding for Distributions
Abstract
We describe a technique for comparing distributions without the need for density estimation as an intermediate step. Our approach relies on mapping the distributions into a reproducing kernel Hilbert space. Applications of this technique can be found in two-sample tests, which are used for determining whether two sets of observations arise from the same distribution, covariate shift correction, local learning, measures of independence, and density estimation.
Cite
Text
Smola et al. "A Hilbert Space Embedding for Distributions." International Conference on Algorithmic Learning Theory, 2007. doi:10.1007/978-3-540-75225-7_5Markdown
[Smola et al. "A Hilbert Space Embedding for Distributions." International Conference on Algorithmic Learning Theory, 2007.](https://mlanthology.org/alt/2007/smola2007alt-hilbert/) doi:10.1007/978-3-540-75225-7_5BibTeX
@inproceedings{smola2007alt-hilbert,
title = {{A Hilbert Space Embedding for Distributions}},
author = {Smola, Alexander J. and Gretton, Arthur and Song, Le and Schölkopf, Bernhard},
booktitle = {International Conference on Algorithmic Learning Theory},
year = {2007},
pages = {13-31},
doi = {10.1007/978-3-540-75225-7_5},
url = {https://mlanthology.org/alt/2007/smola2007alt-hilbert/}
}