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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2021
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| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2110.04829 |
| Etiquetas: |
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Tabla de Contenidos:
- We develop a new framework for estimating joint probability distributions using tensor product reproducing kernel Hilbert spaces (RKHS). Our framework accommodates a low-dimensional, normalized and positive model of a Radon--Nikodym derivative, which we estimate from sample sizes of up to several millions, alleviating the inherent limitations of RKHS modeling. Well-defined normalized and positive conditional distributions are natural by-products to our approach. Our proposal is fast to compute and accommodates learning problems ranging from prediction to classification. Our theoretical findings are supplemented by favorable numerical results.