Exponential families

Speaker : Céline Comte
Eindhoven University of Technology
Date: 28/04/2021
Time: 11:00 am - 12:00 pm


Exponential families are parametric sets of probability distributions that arise in many applications. These include well-known univariate distributions (such as the binomial, Poisson, geometric, exponential, and normal distributions), but also multi-variate distributions like probabilistic graphical models and stationary distributions of several queueing models. In this presentation, we will first recall the definition of exponential families and motivate their study. In a second time, we will present a generic method for approximating the normalization constant of these distributions, as the exact calculation of this constant is practically infeasible in high dimension.