Moment-Matching Conditions for Exponential Families with Conditioning or Hidden Data
Machine Learning
2020-01-28 v1 Machine Learning
Abstract
Maximum likelihood learning with exponential families leads to moment-matching of the sufficient statistics, a classic result. This can be generalized to conditional exponential families and/or when there are hidden data. This document gives a first-principles explanation of these generalized moment-matching conditions, along with a self-contained derivation.
Keywords
Cite
@article{arxiv.2001.09771,
title = {Moment-Matching Conditions for Exponential Families with Conditioning or Hidden Data},
author = {Justin Domke},
journal= {arXiv preprint arXiv:2001.09771},
year = {2020}
}