Minimax Estimation of Kernel Mean Embeddings

Ilya Tolstikhin, Bharath Sriperumbudur, Krikamol Muandet

In this paper, we study the minimax estimation of the Bochner integral $${\mu }_k(P):={\int }_{\mathcal{X}}k(\cdot ,x)dP(x),$$ also called as the kernel mean embedding, based on random s…