Remarks on kernel Bayes' rule

DOI10.1080/23311835.2018.1447220MaRDI QIDQ5193238zbMATH OpenOpenAlexFDO

Authors Hisashi Johno, Kazunori Nakamoto, Tatsuhiko Saigo

Publication date 10 September 2019

Published in Cogent Mathematics & Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1507.01059

zbMATH Keywords

Bayes' rulekernel methodreproducing kernel Hilbert space

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05)

Abstract: Kernel Bayes' rule has been proposed as a nonparametric kernel-based method to realize Bayesian inference in reproducing kernel Hilbert spaces. However, we demonstrate both theoretically and experimentally that the prediction result by kernel Bayes' rule is in some cases unnatural. We consider that this phenomenon is in part due to the fact that the assumptions in kernel Bayes' rule do not hold in general.

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Cites work

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Cited in

(5)

• The kernel Kalman rule. Efficient nonparametric inference by recursive least-squares and subspace projections
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• Kernel Bayes' rule: Bayesian inference with positive definite kernels
• scientific article; zbMATH DE number 3965066 (Why is no real title available?)
• Model-based kernel sum rule: kernel Bayesian inference with probabilistic models

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