ausblenden:
Schlagwörter:
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Zusammenfassung:
We describe a technique for comparing distributions without
the need for density estimation as an intermediate step. Our approach relies on mapping the distributions into a reproducing kernel Hilbert space. Applications of this technique can be found in two-sample tests, which are used for determining whether two sets of observations arise from the
same distribution, covariate shift correction, local learning, measures of independence, and density estimation.
