measuring statistical dependence with Hilbert-Schmidt norms

From statwiki
Revision as of 16:53, 6 August 2013 by L274wang (talk | contribs) (Created page with " == References == [1] Gretton, Arthur, et al. "Measuring statistical dependence with Hilbert-Schmidt norms." Algorithmic learning theory. Springer Berlin Heidelberg, 2005. [2] ...")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.


References

[1] Gretton, Arthur, et al. "Measuring statistical dependence with Hilbert-Schmidt norms." Algorithmic learning theory. Springer Berlin Heidelberg, 2005.

[2] Fukumizu, Kenji, Francis R. Bach, and Michael I. Jordan. "Kernel dimension reduction in regression." The Annals of Statistics 37.4 (2009): 1871-1905.

[3] Bach, Francis R., and Michael I. Jordan. "Kernel independent component analysis." The Journal of Machine Learning Research 3 (2003): 1-48.

[4] Baker, Charles R. "Joint measures and cross-covariance operators." Transactions of the American Mathematical Society 186 (1973): 273-289.

Retrieved from "http://wiki.math.uwaterloo.ca/statwiki/index.php?title=measuring_statistical_dependence_with_Hilbert-Schmidt_norms&oldid=22745"