Kernel embedding of distributions: Difference between revisions

Content deleted Content added
m Added the condition that P(X=s)>0 for the conditional operator to be well defined. Also I corrected a typo, replacing Q by P
m Replace Q by P (a typo).
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The [[#Rules of probability as operations in the RKHS|kernel chain rule]] in this case is given by
 
:<math>\underbrace{\begin{pmatrix} \\ QP(X=s,Y=t) \\ \\ \end{pmatrix} }_{\mathcal{C}_{XY}^\pi} = \underbrace{\begin{pmatrix} \\ P(X=s \mid Y=t) \\ \\ \end{pmatrix} }_{\mathcal{C}_{X \mid Y}} \underbrace{ \begin{pmatrix} \pi(Y=1) & \dots & 0 \\ \vdots & \ddots & \vdots \\ 0 & \dots & \pi(Y=K) \\
\end{pmatrix} }_{\mathcal{C}_{YY}^\pi} </math>