Kernel embedding of distributions: Difference between revisions

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=== Measuring distance between distributions ===
The '''maximum mean discrepancy''' (MMD)''' is a distance-measure between distributions <math>P(X)</math> and <math>Q(Y)</math> which is defined as the squared distance between their embeddings in the RKHS <ref name = "SongThesis" />
 
:<math>\text{MMD}(P,Q) = \left \| \mu_X - \mu_Y \right \|_{\mathcal{H}}^2 </math>