A New Distribution-Free Concept for Representing, Comparing, and Propagating Uncertainty in Dynamical Systems with Kernel Probabilistic Programming

25 Nov 2019Jia-Jie ZhuKrikamol MuandetMoritz DiehlBernhard Schölkopf

This work presents the concept of kernel mean embedding and kernel probabilistic programming in the context of stochastic systems. We propose formulations to represent, compare, and propagate uncertainties for fairly general stochastic dynamics in a distribution-free manner... (read more)

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