The exponential family of Markov chains and its information geometry.
Hiroshi NagaokaPublished in: CoRR (2017)
Keyphrases
- exponential family
- markov chain
- markov chain monte carlo
- bregman divergences
- maximum likelihood
- log likelihood
- closed form
- density estimation
- graphical models
- missing values
- monte carlo
- mixture model
- statistical models
- kl divergence
- state space
- hidden variables
- variational methods
- probability density function
- order statistics
- em algorithm
- information theoretic
- machine learning