Generalization of the energy distance by Bernstein functions
Jean Carlo Guella
ARTIGO
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Agradecimentos: Acknowledgements This research was done while the author was a member of the Functional Analytic Team at Riken Center for Advanced Intelligence Project (AIP), Tokyo, Japan
Abstract: We reprove the well-known fact that the energy distance defines a metric on the space of Borel probability measures on a Hilbert space with finite first moment by a new approach, by analyzing the behavior of the Gaussian kernel on Hilbert spaces and a maximum mean discrepancy analysis....
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Abstract: We reprove the well-known fact that the energy distance defines a metric on the space of Borel probability measures on a Hilbert space with finite first moment by a new approach, by analyzing the behavior of the Gaussian kernel on Hilbert spaces and a maximum mean discrepancy analysis. From this new point of view, we are able to generalize the energy distance metric to a family of kernels related to Bernstein functions and conditionally negative definite kernels. We also explain what occurs on the energy distance on the kernel parallel to x - y parallel to(a) for every a > 2, by describing in which circumstances it defines a distance between probabilities. We also generalize this idea to a family of kernels related to completely monotone functions of finite order and conditionally negative definite kernels
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Guella, Jean Carlo
Autor
Generalization of the energy distance by Bernstein functions
Jean Carlo Guella
Generalization of the energy distance by Bernstein functions
Jean Carlo Guella
Fontes
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Journal of theoretical probability (Fonte avulsa) |