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Kernel-Based Embeddings of Conditional Distributions

To highlight asymmetries in data distributions for pairwise causal discovery, Mitrovic et al. introduced kernel embeddings based on the conditional distributions PY∣XP_{Y | X} and PX∣YP_{X | Y} rather than the joint distribution. The proposed conditional embedding utilizes a Gaussian kernel and an α\alpha quantity for conditioning: μk,M(PSj)={∑j=1njαj(y)km(⋅,xj),∑j=1njαj(x)km(⋅,yj)}m∈M\mu_{k,M}(P_{S_j}) = \{ \sum_{j=1}^{n_j} \alpha_j (y)k_m(\cdot , x_j), \sum_{j=1}^{n_j} \alpha_j (x) k_m(\cdot , y_j) \}_{m\in M}. Here, α(y)=(L+nλI)−1ly\alpha (y) = (L + n\lambda I)^{-1} l_y, with L=[l(yi,yj)]i,j=1nL = [l(y_i, y_j)]_{i,j=1}^n and ly=[l(y1,y),…,l(yn,y)]Tl_y = [l(y_1, y), \dots, l(y_n, y)]^T. The term α(⋅)=[α1(⋅),…,αn(⋅)]T\alpha (\cdot) = [\alpha_1 (\cdot), \dots, \alpha_n (\cdot)]^T, λ\lambda is a regularization parameter, II is the identity matrix, and MM is the set of parameters for the kernel kk.

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Updated 2026-06-17

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Data Science