Generalization of the energy distance by Bernstein functions
Functional Analysis
2021-02-02 v1 Classical Analysis and ODEs
Probability
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 for every , where we also generalize the idea to a family of kernels related to derivatives of completely monotone functions and conditionally negative definite kernels.
Keywords
Cite
@article{arxiv.2102.00633,
title = {Generalization of the energy distance by Bernstein functions},
author = {Jean Carlo Guella},
journal= {arXiv preprint arXiv:2102.00633},
year = {2021}
}