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We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors.
Measure Theory Volume 1: The Irreducible Minimum
Fremlin, D.H · 2000
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Foundations of Modern Probability
Kallenberg, O · 2001
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Werner, D · 2002
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Measure Theory Volume 4: Topological Measure Spaces
Fremlin, D.H · 2003
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Reproducing kernel Hilbert spaces in Probability and Statistics
Berlinet, A. and Thomas-Agnan, C · 2004
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Kernel Methods for Pattern Analysis
Shawe-Taylor, J. and Cristianini, N · 2004
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On learning vector-valued functions
Micchelli, C. A. and Pontil, M · 2005
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A fast iterative shrinkage-thresholding algorithm for linear inverse problems
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