Corpus ID: 33090348

Statistical exponential families: A digest with flash cards

@article{Nielsen2009StatisticalEF,
  title={Statistical exponential families: A digest with flash cards},
  author={Frank Nielsen and Vincent Garcia},
  journal={ArXiv},
  year={2009},
  volume={abs/0911.4863}
}
  • Frank Nielsen, Vincent Garcia
  • Published in ArXiv 2009
  • Computer Science
  • 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… CONTINUE READING

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