Characteristic and Universal Tensor Product Kernels

August 28, 2017 ยท Declared Dead ยท ๐Ÿ› Journal of machine learning research

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Authors Zoltan Szabo, Bharath K. Sriperumbudur arXiv ID 1708.08157 Category stat.ML: Machine Learning (Stat) Cross-listed cs.IT, stat.ME Citations 83 Venue Journal of machine learning research Last Checked 3 months ago
Abstract
Maximum mean discrepancy (MMD), also called energy distance or N-distance in statistics and Hilbert-Schmidt independence criterion (HSIC), specifically distance covariance in statistics, are among the most popular and successful approaches to quantify the difference and independence of random variables, respectively. Thanks to their kernel-based foundations, MMD and HSIC are applicable on a wide variety of domains. Despite their tremendous success, quite little is known about when HSIC characterizes independence and when MMD with tensor product kernel can discriminate probability distributions. In this paper, we answer these questions by studying various notions of characteristic property of the tensor product kernel.
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