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A Hilbert Space Embedding for Distributions
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.
@inproceedings{4645, title = {A Hilbert Space Embedding for Distributions}, journal = {Algorithmic Learning Theory: 18th International Conference (ALT 2007)}, booktitle = {Algorithmic Learning Theory, Lecture Notes in Computer Science 4754 }, 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.}, pages = {13-31}, editors = {M Hutter and RA Servedio and E Takimoto}, publisher = {Springer}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {Berlin, Germany}, month = oct, year = {2007}, slug = {4645}, author = {Smola, A. and Gretton, A. and Song, L. and Sch{\"o}lkopf, B.}, month_numeric = {10} }