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Kernel mean embedding of probability measures and its applications to functional data analysis

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  • Saeed Hayati
  • Kenji Fukumizu
  • Afshin Parvardeh

Abstract

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 tests 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.

Suggested Citation

  • Saeed Hayati & Kenji Fukumizu & Afshin Parvardeh, 2024. "Kernel mean embedding of probability measures and its applications to functional data analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 51(2), pages 447-484, June.
    • Handle: RePEc:bla:scjsta:v:51:y:2024:i:2:p:447-484
    DOI: 10.1111/sjos.12691
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    References listed on IDEAS

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