Computing functions of random variables via reproducing kernel Hilbert space representations

@article{Schlkopf2015ComputingFO,
  title={Computing functions of random variables via reproducing kernel Hilbert space representations},
  author={Bernhard Sch{\"o}lkopf and Krikamol Muandet and Kenji Fukumizu and Jonas Peters},
  journal={Statistics and Computing},
  year={2015},
  volume={25},
  pages={755-766}
}
We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations which can be applied to points drawn from the respective distributions. We refer to our approach as kernel probabilistic programming. We illustrate it on synthetic data, and show how it can be used for nonparametric structural equation models, with an… CONTINUE READING

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