Computing functions of random variables via reproducing kernel Hilbert space representations
نویسندگان
چکیده
منابع مشابه
Computing Functions of Random Variables via Reproducing Kernel Hilbert Space Representations
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 kernel probabilistic programming. We illustrate it on synth...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2015
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-015-9558-5