Abstract:
This paper characterizes the maximum mean discrepancies (MMD) that metrize the weak convergence of probability measures for a wide class of kernels. More precisely, we prove that, on a locally compact, non-compact, Hausdorff space, the MMD of a bounded continuous Borel measurable kernel , whose RKHS-functions vanish at infinity (i.e., ), metrizes the weak convergence of probability measures if and only if is continuous and integrally strictly positive definite (s.p.d.) over all signed, finite, regular Borel measures. We also correct a prior result of Simon-Gabriel and Schölkopf (JMLR 2018, Thm. 12) by showing that there exist both bounded continuous s.p.d. kernels that do not metrize weak convergence and bounded continuous non-s.p.d. kernels that do metrize it.
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