Computing functions of random variables via reproducing kernel Hilbert space representations

DOI10.1007/S11222-015-9558-5zbMATH Open1331.62206DBLPjournals/sac/ScholkopfMFHP15arXiv1501.06794OpenAlexW1690234344WikidataQ59401997 ScholiaQ59401997MaRDI QIDQ5963778FDOQ5963778

Stefan Harmeling, Kenji Fukumizu, Bernhard Schölkopf, Krikamol Muandet, Jonas Peters

Publication date: 23 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations which can be applied to points drawn from the respective distributions. We refer to our approach as {em kernel probabilistic programming}. We illustrate it on synthetic data, and show how it can be used for nonparametric structural equation models, with an application to causal inference.

Full work available at URL: https://arxiv.org/abs/1501.06794

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zbMATH Keywords

causal inferencekernel methodsprobabilistic programming

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Multivariate analysis (62H99) Central limit and other weak theorems (60F05) Stochastic programming (90C15) (L^p)-limit theorems (60F25)

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Cited In (5)

• Characteristic and Universal Tensor Product Kernels
• Continuum versus discrete networks, graph Laplacians, and reproducing kernel Hilbert spaces
• From statistical to causal learning
• Dimensionality reduction of complex metastable systems via kernel embeddings of transition manifolds
• A Reproducing Kernel Hilbert Space Approach to Functional Calibration of Computer Models

Uses Software

• PaCAL

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