Statistical exponential families: A digest with flash cards. (arXiv:0911.4863v2 [cs.LG] UPDATED)

Full Paper: http://arxiv.org/abs/0911.4863
 
This document describes concisely the ubiquitous class of exponential family distributions met in statistics. The first part recalls definitions and summarizes main properties and duality with Bregman divergences (all proofs are skipped). The second part lists decompositions and related formula of common exponential family distributions. We recall the Fisher-Rao-Riemannian geometries and the dual affine connection information geometries of statistical manifolds. It is intended to maintain and update this document and catalog by adding new distribution items.   ...   http://arxiv.org/abs/0911.4863
 
Suggested Reading
v

Suggest a relevant paper:
Title *
Authors Pub year

 
 

Discussion


Post anonymously: (You can change the anonymity of a comment at any time.)

You must be logged in to comment. Log in


No comments yet.