Kernel Mean Embedding of Probability Measures and its Applications to Functional Data Analysis [article]

Saeed Hayati, Kenji Fukumizu, Afshin Parvardeh
2020 arXiv   pre-print
This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of probability measures in small open neighborhoods, which identifies a pseudo-likelihood and fosters a rich framework for statistical inference. Utilizing Maximum Mean Discrepancy, we devise new tests in functional response models. The performance of new derived
more » ... is evaluated against competitors in three major problems in functional data analysis including function-on-scalar regression, functional one-way ANOVA, and equality of covariance operators.
arXiv:2011.02315v1 fatcat:m5sb4jvp7ffino7bt4mlhq6tnq