Exponential Families

Content

• Definition

  • Properties (expectations, covariance)
  • Multinomial, Gauss, Binary, Poisson
  • Principal Component Analysis

• Inference

  • Conjugate Priors
  • Norm-based priors
  • Maximum likelihood and Maximum-a-posteriori inference
  • Examples - Beta, Dirichlet, Gamma, Wishart

Supplementary material

Slides in PDF and Keynote are online. If you want to extract the equations from the slides you can do so by using LaTeXit, simply by dragging the equation images into it. ## Videos