Abstract

AbstractIn this paper we propose to consider Probability Measures (PM) as generalized functions belonging to some functional space endowed with an inner product. This approach allows to introduce a new family of distances for PMs. We propose a particular (non parametric) metric for PMs belonging to this class, based on the estimation of density level sets. Some real and simulated data sets are used for a first exploration of its performance.KeywordsProbability MeasureFunctional Data AnalysisSparsity MeasureSchwartz DistributionHotelling TestThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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