arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.09268cs.LGmath.PRmath.STstat.MLstat.TH
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用最大平均离散度量化弱收敛

Metrizing Weak Convergence with Maximum Mean Discrepancies

Alan Turing Institute(艾伦·图灵研究所);Microsoft Research(微软研究院)

Carl-Johann Simon-Gabriel, Alessandro Barp, Bernhard Schölkopf, Lester Mackey

摘要:

本文描述了最大平均差异(MMD),度量的概率测度的弱收敛的一个广泛的类的核。更精确地说,我们证明了在局部紧的非紧Hausdorff空间上,有界连续Borel可测核k的MMD度量概率测度的弱收敛当且仅当k是连续的且积分严格正定的(i.s.p.d.)有限的正则Borel测度我们还通过证明存在两个有界连续i.s.p.d.,纠正了Simon-Gabriel & Schölkopf(JMLR,2018,Thm.12)的先前结果。不度量弱收敛和有界连续非I.S.P.D.的核。使其量化的核。

英文摘要:

This paper characterizes the maximum mean discrepancies (MMD) that metrize the weak convergence of probability measures for a wide class of kernels. More precisely, we prove that, on a locally compact, non-compact, Hausdorff space, the MMD of a bounded continuous Borel measurable kernel k, whose reproducing kernel Hilbert space (RKHS) functions vanish at infinity, metrizes the weak convergence of probability measures if and only if k is continuous and integrally strictly positive definite (i.s.p.d.) over all signed, finite, regular Borel measures. We also correct a prior result of Simon-Gabriel & Schölkopf (JMLR, 2018, Thm.12) by showing that there exist both bounded continuous i.s.p.d. kernels that do not metrize weak convergence and bounded continuous non-i.s.p.d. kernels that do metrize it.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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