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A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…

Machine Learning · Statistics 2020-12-15 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Bernhard Schölkopf

A Hilbert space embedding for probability measures has recently been proposed, wherein any probability measure is represented as a mean element in a reproducing kernel Hilbert space (RKHS). Such an embedding has found applications in…

Machine Learning · Statistics 2010-03-04 Bharath K. Sriperumbudur , Kenji Fukumizu , Gert R. G. Lanckriet

Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing, and independence testing. This embedding represents any probability measure as a mean…

Embedding probability distributions into reproducing kernel Hilbert spaces (RKHS) has enabled powerful nonparametric methods such as the maximum mean discrepancy (MMD), a statistical distance with strong theoretical and computational…

Machine Learning · Statistics 2025-05-28 Masha Naslidnyk , Siu Lun Chau , François-Xavier Briol , Krikamol Muandet

The kernel mean embedding of probability distributions is commonly used in machine learning as an injective mapping from distributions to functions in an infinite dimensional Hilbert space. It allows us, for example, to define a distance…

Quantum Physics · Physics 2019-12-24 Jonas M. Kübler , Krikamol Muandet , Bernhard Schölkopf

Kernel mean embedding (KME) is a powerful tool to analyze probability measures for data, where the measures are conventionally embedded into a reproducing kernel Hilbert space (RKHS). In this paper, we generalize KME to that of von…

Machine Learning · Statistics 2020-07-30 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Fuyuta Komura , Yoshinobu Kawahara

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Machine Learning · Statistics 2024-10-31 Dino Sejdinovic

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

For many machine learning problem settings, particularly with structured inputs such as sequences or sets of objects, a distance measure between inputs can be specified more naturally than a feature representation. However, most standard…

Machine Learning · Statistics 2018-05-28 Lingfei Wu , Ian En-Hsu Yen , Fangli Xu , Pradeep Ravikumar , Michael Witbrock

We study embeddings between reproducing kernel Hilbert spaces $H(K)$ of functions of $d \in \mathbb{N} \cup \{\infty\}$ variables. The kernels $K$ are superpositions of weighted finite tensor products of a fixed univariate kernel. The basic…

Numerical Analysis · Mathematics 2026-05-01 Michael Gnewuch , Peter Kritzer , Klaus Ritter

Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…

Machine Learning · Statistics 2024-11-27 Linda Chamakh , Zoltan Szabo

This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…

Statistics Theory · Mathematics 2020-11-05 Saeed Hayati , Kenji Fukumizu , Afshin Parvardeh

Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions…

Machine Learning · Statistics 2026-05-05 Peter Moskvichev , Siu Lun Chau , Dino Sejdinovic

Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…

Machine Learning · Statistics 2024-10-24 Ambrus Tamás , Balázs Csanád Csáji

Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with…

Machine Learning · Statistics 2021-12-22 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Fuyuta Komura , Takeshi Katsura , Yoshinobu Kawahara

We prove that kernel covariance embeddings lead to information-theoretically perfect separation of distinct continuous probability distributions. In statistical terms, we establish that testing for the \emph{equality} of two non-atomic…

Machine Learning · Statistics 2026-05-14 Leonardo V. Santoro , Kartik G. Waghmare , Victor M. Panaretos

We consider the problem of clustering a sample of probability distributions from a random distribution on $\mathbb R^p$. Our proposed partitioning method makes use of a symmetric, positive-definite kernel $k$ and its associated reproducing…

Machine Learning · Statistics 2025-09-23 Amparo Baíllo , Jose R. Berrendero , Martín Sánchez-Signorini

This is a tutorial and survey paper on kernels, kernel methods, and related fields. We start with reviewing the history of kernels in functional analysis and machine learning. Then, Mercer kernel, Hilbert and Banach spaces, Reproducing…

Machine Learning · Statistics 2021-06-17 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier
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