Lecture

Exponential Family Models: Statistical Inference

In course

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Description

This lecture covers exponential family models, where various well-known distributions are unified under a general theory. It explains regular exponential families, canonical statistics, mean parameters, and cumulant-generating functions. The lecture also discusses the log moment-generating function, minimal sufficiency, and convexity properties.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_jtvl081d

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Physics

Thermodynamics: Statistical mechanics

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