Generalization to metric spaces[edit

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be a metric space with itsBorel sigma . If and are

One can generalize the notion of energy distance to probability distributions on metric spaces. Let algebra . Let

denote the collection of all probability measures on the measurable space , then the energy distance of and can be defined as

probability measures in

This is not necessarily non-negative, however. If conversely.[3] This condition is expressed by saying that condition is expressed by saying that

is isometric to a subset of a Hilbert space, then has negative type. Negative type is not sufficient for

is a pseudometric, and to be a metric; the latter

has strong negative type. In this situation, the energy distance is zero if and only if X and Y are

identically distributed. An example of a metric of negative type but not of strong negative type is the plane with the taxicab metric. All Euclidean spaces and even separable Hilbert spaces have strong negative type.[4] In the literature on kernel methods for machine learning, these generalized notions of energy distance are studied under the name of maximum mean discrepancy. [5]