EXPONENTIAL FAMILY
Efficient estimation of some g(θ)
We can therefore assert that given a family of distributions p(x; θ), ...
Exponential Family of Distributions.
A family of probability distributions with exponential terms, which includes many of the most important distributions encountered in real (neural network) problems (including the normal, or Gaussian distribution, ...
"Maximum likelihood theory for incomplete data from an exponential family". Scandinavian Journal of Statistics 1 (2): 49-58. JSTOR 4615553 MR381110.
^ a b Rolf Sundberg. 1971.
for EM can be quite difficult requiring complex integrations to compute the required expectations and perform the maximization. In the remainder of this section, we consider a special case of EM well suited to distributions in the exponential family.
 See also: Distribution, Variance, Likelihood, Estimation, Normal distribution
  
|
RSS
