Lecture

Exponential Family: Maximum Entropy Distributions

In course

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Description

This lecture covers the concept of exponential families, focusing on maximum entropy distributions under moment constraints. Theorems are presented for real-valued random variables, discussing the associated probability density functions and the notion of sufficient statistics.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_i1tsz6gq

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Logic

Classical logic: First-order logic

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