Kernel Mean Estimation and Stein Effect

Krikamol Muandet, Kenji Fukumizu, Bharath K. Sriperumbudur, Arthur Gretton, Bernhard Schölkopf

Abstract: A mean function in reproducing kernel Hilbert space (RKHS), or a kernel mean, is an important part of many algorithms ranging from kernel principal component analysis to Hilbert-space embedding of ...