scientific article

Bernhard Schölkopf, Arthur Gretton, Olivier Bousquet, Ralf Herbrich, Alexander J. Smola

Publication date: 12 October 2011

Full work available at URL: http://www.jmlr.org/papers/v6/gretton05a.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

independence mutual information independent component analysis kernel covariance operator Parzen window estimate

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Learning and adaptive systems in artificial intelligence (68T05)

Related Items

Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs, An overview of recent advancements in causal studies, Causal network learning with non-invertible functional relationships, Adaptive test of independence based on HSIC measures, Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing, Kernel-penalized regression for analysis of microbiome data, Canonical kernel dimension reduction, Kernel generalized canonical correlation analysis, The Chi-Square Test of Distance Correlation, A new algorithm of non-Gaussian component analysis with radial kernel functions, Successful network inference from time-series data using mutual information rate, A regularized kernel CCA contrast function for ICA, Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation, Dimensionality reduction by mixed kernel canonical correlation analysis, A nonparametric test for comparing survival functions based on restricted distance correlation, Restricted kernel canonical correlation analysis, Nonlinear independent component analysis for discrete-time and continuous-time signals, The Berkelmans–Pries dependency function: A generic measure of dependence between random variables, Strongly consistent nonparametric tests of conditional independence, From statistical to causal learning, RKHS-based covariate balancing for survival causal effect estimation, Notes on sum-tests and independence tests, Independence tests with random subspace of two random vectors in high dimension, A Hilbert Space Embedding for Distributions, Primal and dual model representations in kernel-based learning, An Updated Literature Review of Distance Correlation and Its Applications to Time Series, Information-geometric approach to inferring causal directions, Expected Conditional Characteristic Function-based Measures for Testing Independence, Causal Inference on Discrete Data via Estimating Distance Correlations, Equitability, interval estimation, and statistical power, From Distance Correlation to Multiscale Graph Correlation, Characteristic and Universal Tensor Product Kernels, Entropy embedding and fluctuation analysis in genomic manifolds, Sufficient variable selection using independence measures for continuous response, Estimations of singular functions of kernel cross-covariance operators, Towards scalable and data efficient learning of Markov boundaries, Comment, Nonlinear measures of association with kernel canonical correlation analysis and applications, Asymptotic distributions of high-dimensional distance correlation inference, Semiparametric optimal estimation with nonignorable nonresponse data, Global sensitivity analysis with dependence measures, Some remarks on the functional relation between canonical correlation analysis and partial least squares, The exact equivalence of distance and kernel methods in hypothesis testing, Discussion of: Brownian distance covariance, Kernel-based parameter estimation of dynamical systems with unknown observation functions, Fourier-type tests of mutual independence between functional time series, Independent block identification in multivariate time series, Unnamed Item, On universally consistent and fully distribution-free rank tests of vector independence, Unnamed Item, High-dimensional variable screening through kernel-based conditional mean dependence