Title
Kernel Distribution Embeddings: Universal Kernels, Characteristic Kernels and Kernel Metrics on Distributions.
Abstract
Kernel mean embeddings have become a popular tool in machine learning. They map probability measures to functions in a reproducing kernel Hilbert space. The distance between two mapped measures defines a semi-distance over the probability measures known as the maximum mean discrepancy (MMD). Its properties depend on the underlying kernel and have been linked to three fundamental concepts of the kernel literature: universal, characteristic and strictly positive definite kernels. The contributions of this paper are three-fold. First, by slightly extending the usual definitions of universal, characteristic and strictly positive definite kernels, we show that these three concepts are essentially equivalent. Second, we give the first complete characterization of those kernels whose associated MMD-distance metrizes the weak convergence of probability measures. Third, we show that kernel mean embeddings can be extended from probability measures to generalized measures called Schwartz-distributions and analyze a few properties of these distribution embeddings.
Year
Venue
Keywords
2018
JOURNAL OF MACHINE LEARNING RESEARCH
kernel mean embedding,universal kernel,characteristic kernel,Schwartz-distributions,kernel metrics on distributions,metrisation of the weak topology
Field
DocType
Volume
Discrete mathematics,Weak convergence,Embedding,Locally compact space,Injective function,Kernel embedding of distributions,Probability measure,Hausdorff space,Reproducing kernel Hilbert space,Mathematics
Journal
19
Issue
ISSN
Citations 
44
1532-4435
3
PageRank 
References 
Authors
0.41
14
2
Name
Order
Citations
PageRank
Carl-Johann Simon-Gabriel1373.61
Bernhard Schölkopf2231203091.82