Strictly proper kernel scores and characteristic kernels on compact spaces

DOI10.1016/j.acha.2019.11.005zbMath1462.62774arXiv1712.05279OpenAlexW2990461442WikidataQ126651940 ScholiaQ126651940MaRDI QIDQ2659748

Ingo Steinwart, Johanna F. Ziegel

Publication date: 26 March 2021

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.05279

zbMATH Keywords

machine learningprobabilistic forecastsstrictly proper scoring rulesHilbert space embeddingscharacteristic kernelsisotropic positive definite functions on sphereskernel scorestranslation-invariant kernels on compact abelian groups

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Applications of statistics to environmental and related topics (62P12) Learning and adaptive systems in artificial intelligence (68T05) Integral operators (47G10) Positive definite functions in one variable harmonic analysis (42A82) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Kernel operators (47B34) Climate science and climate modeling (86A08) Topological data analysis (62R40)

Related Items (3)

Generalization of the HSIC and distance covariance using PDI kernels ⋮ Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores ⋮ Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures

Uses Software

• DLMF

Cites Work

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• Measure and integration theory. Transl. from the German by Robert B. Burckel
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