核希尔伯特再生空间
数学
条件独立性
分布的核嵌入
条件方差
核主成分分析
核(代数)
人工智能
核方法
计算机科学
统计
离散数学
计量经济学
希尔伯特空间
纯数学
支持向量机
波动性(金融)
ARCH模型
作者
Tianhong Sheng,Bharath K. Sriperumbudur
出处
期刊:Cornell University - arXiv
日期:2019-01-01
被引量:2
标识
DOI:10.48550/arxiv.1912.01103
摘要
Measuring conditional independence is one of the important tasks in statistical inference and is fundamental in causal discovery, feature selection, dimensionality reduction, Bayesian network learning, and others. In this work, we explore the connection between conditional independence measures induced by distances on a metric space and reproducing kernels associated with a reproducing kernel Hilbert space (RKHS). For certain distance and kernel pairs, we show the distance-based conditional independence measures to be equivalent to that of kernel-based measures. On the other hand, we also show that some popular---in machine learning---kernel conditional independence measures based on the Hilbert-Schmidt norm of a certain cross-conditional covariance operator, do not have a simple distance representation, except in some limiting cases. This paper, therefore, shows the distance and kernel measures of conditional independence to be not quite equivalent unlike in the case of joint independence as shown by Sejdinovic et al. (2013).
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