Abstract
In this paper, we give a method to construct “good” exponential families systematically by representation theory. More precisely, we consider a homogeneous space G/H as a sample space and construct an exponential family invariant under the transformation group G by using a representation of G. The method generates widely used exponential families such as normal, gamma, Bernoulli, categorical, Wishart, von Mises, Fisher–Bingham and hyperboloid distributions.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.