Exponential Family

Here is the basic concept :

simple_exponential

  • θ are parameters and X is data, both can be multidimensional
  • We want to restrict terms inside exponential to the form θ*X

 

Formal Definition:

formal_defination

  • η and T functions also help for the case when there is a mismatch in the dimension of θ and X.
  • g(θ) in basic concept above has been taken into exponential as B(θ).
    • It vaguely serves as normalization factor.
  • h(x) serves a distribution and exponential transfer this basic distribution

 

examples

 

Further Reading

Click to access chapter8.pdf

Click to access lecture12.pdf

 

 

 

 

 

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