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Free exponential families have been previously introduced as a special case of the q-exponential family. We show that free exponential families arise also from a procedure analogous to the definition of exponential families by using the…

概率论 · 数学 2010-06-08 Wlodzimierz Bryc

The exponential family of models is defined in a general setting, not relying on probability theory. Some results of information geometry are shown to remain valid. Exponential families both of classical and of quantum mechanical…

数学物理 · 物理学 2015-06-03 Jan Naudts , Ben Anthonis

We develop an analog of the exponential families of Wilf in which the label sets are finite dimensional vector spaces over a finite field rather than finite sets of positive integers. The essential features of exponential families are…

组合数学 · 数学 2007-05-23 Kent E. Morrison

A generalised notion of exponential families is introduced. It is based on the variational principle, borrowed from statistical physics. It is shown that inequivalent generalised entropy functions lead to distinct generalised exponential…

数学物理 · 物理学 2015-05-13 Jan Naudts

We provide a general condition under which e-variables in the form of a simple-vs.-simple likelihood ratio exist when the null hypothesis is a composite, multivariate exponential family. Such `simple' e-variables are easy to compute and…

统计方法学 · 统计学 2025-04-02 Peter Grünwald , Tyron Lardy , Yunda Hao , Shaul K. Bar-Lev , Martijn de Jong

The notion of generalised exponential family is considered in the restricted context of nonextensive statistical physics. Examples are given of models belonging to this family. In particular, the q-Gaussians are discussed and it is shown…

统计力学 · 物理学 2009-11-13 Jan Naudts

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…

统计理论 · 数学 2022-10-14 Koichi Tojo , Taro Yoshino

We introduce generalized notions of a divergence function and a Fisher information matrix. We propose to generalize the notion of an exponential family of models by reformulating it in terms of the Fisher information matrix. Our methods are…

信息论 · 计算机科学 2013-02-22 Jan Naudts , Ben Anthonis

We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…

组合数学 · 数学 2021-08-17 Adam W. Marcus

This article studies exponential families $\mathcal{E}$ on finite sets such that the information divergence $D(P\|\mathcal{E})$ of an arbitrary probability distribution from $\mathcal{E}$ is bounded by some constant $D>0$. A particular…

统计理论 · 数学 2014-06-18 Johannes Rauh

We introduce three one-parameter semigroups of operators and determine their spectra. Two of them are fractional integrals associated with the Askey-Wilson operator. We also study these families as families of positive linear approximation…

经典分析与常微分方程 · 数学 2020-12-15 Mourad E. H. Ismail , Ruiming Zhang , Keru Zhou

The {\lambda}-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of the {\lambda}-exponential family. However, many…

统计理论 · 数学 2024-06-21 Thomas Guilmeau , Emilie Chouzenoux , Víctor Elvira

Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which…

机器学习 · 统计学 2017-05-30 Futoshi Futami , Issei Sato , Masashi Sugiyama

We consider (self-adjoint) families of infinite matrices of noncommutative random variables such that the joint distribution of their entries is invariant under conjugation by a free quantum group. For the free orthogonal and…

算子代数 · 数学 2011-01-05 Stephen Curran , Roland Speicher

This investigation pertains to the construction of a class of generalised deformed derivative operators which furnish the familiar finite difference and the q-derivatives as special cases. The procedure involves the introduction of a linear…

量子代数 · 数学 2009-11-10 Dayanand Parashar , Deepak Parashar

This article gives a brief introduction to $q$-special functions, i.e., $q$-analogues of the classical special functions. Here $q$ is a deformation parameter, usually $0<q<1$, where $q=1$ is the classical case. The main topics to be treated…

经典分析与常微分方程 · 数学 2023-08-08 Tom H. Koornwinder

Following the pioneering work of Duistermaat and Gr\"unbaum, we call a family $\{p_n(x)\}_{n=0}^{\infty}$ of polynomials bispectral, if the polynomials are simultaneously eigenfunctions of two commutative algebras of operators: one…

量子代数 · 数学 2014-01-15 Plamen Iliev

Exponential families form the backbone of modern statistics and machine learning, but textbooks seldom derive them from first principles in an accessible way. Although minimal sufficiency and the principle of maximum entropy, originating in…

统计方法学 · 统计学 2026-04-27 Korbinian Strimmer

This paper presents a novel systematic methodology to obtain new simple and tight approximations, lower bounds, and upper bounds for the Gaussian Q-function, and functions thereof, in the form of a weighted sum of exponential functions.…

信号处理 · 电气工程与系统科学 2020-12-21 Islam M. Tanash , Taneli Riihonen

In a first part, we give a method for solving a family of fuchsian systems of operators of pseudo-derivations associated to a family of homographies with two parameters which unify and generalize the differential, the difference and the…

经典分析与常微分方程 · 数学 2007-06-26 Anne Duval , Julien Roques
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