| Full text | |
| Author(s): |
Guella, Jean Carlo
Total Authors: 1
|
| Document type: | Journal article |
| Source: | BANACH JOURNAL OF MATHEMATICAL ANALYSIS; v. 17, n. 4, p. 53-pg., 2023-10-01. |
| Abstract | |
Hilbert-Schmidt independence criterion and distance covariance are methods to describe independence of random variables using either the Kronecker product of positive definite kernels or the Kronecker product of conditionally negative definite kernels. In this paper we generalize both methods by providing an independence criteria using a new concept, of positive definite independent kernels. We provide a characterization of the radial kernels that are positive definite independent on all Euclidean spaces and we present several examples. (AU) | |
| FAPESP's process: | 21/04226-0 - Positive definite kernels applied to probability and statistics: MMD, HSIC and point process |
| Grantee: | Jean Carlo Guella |
| Support Opportunities: | Research Grants - Young Investigators Grants |
| FAPESP's process: | 22/00008-0 - Positive definite kernels applied to probability and statistics: MMD, HSIC and point process |
| Grantee: | Jean Carlo Guella |
| Support Opportunities: | Scholarships in Brazil - Young Researchers |