Professional Documents
Culture Documents
Exponen!onal family
Bernoulli distribu!on
Orginal form
p(x∣θ) = θx (1 − θ)1−x
where
h(x) = 1
θ
η(θ) = ln
1−θ
t(x) = x
a(η(θ)) = ln(1 + eη ) = − ln(1 − θ)
Binomial distribu!on
Orginal form
where
h(x) = ( )
n
x
θ
η(θ) = ln
1−θ
t(x) = x
a(η(θ)) = n ln(1 + eη ) = −n ln(1 − θ)
1
θ=
1 + e−η
beta distribu!on
Original form
Γ(α + β) α−1
p(x∣α, β) = x (1 − x)β−1
Γ(α)Γ(β)
T
1 ln x
exp ( [ ] [ ] − ln Γ(η1 ) + ln Γ(η2 ) − ln Γ(η1 + η2 ))
η1
p(x∣η) =
x(1 − x) η2 ln(1 − x)
where
1
h(x) =
x(1 − x)
η(α, β) = [ 1 ] = [ ]
η α
η2 β
ln x
t(x) = [ ]
ln(1 − x)
a(η(θ)) = ln Γ(η1 ) + ln Γ(η2 ) − ln Γ(η1 + η2 )
= ln Γ(α) + ln Γ(β) − ln Γ(α + β)
[ ] = [ 1]
α η
β η2
Categorical Distribu!on
Orginal form
k
p(x∣θ) = ∏ θi
[x=i]
i=1
variant 1
p(x∣η) = exp ( ⋮ ⋮ )
⎣ηk ⎦ ⎣[x = k]⎦
where
h(x) = 1
⎡η1 ⎤ ⎡ln θ1 ⎤
η(θ) = ⋮ = ⋮
⎣ηk ⎦ ⎣ln θk ⎦
⎡[x = 1]⎤
t(x) = ⋮
⎣[x = k]⎦
a(η(θ)) = 0
⎡θ1 ⎤ ⎡e ⎤
η1
θ= ⋮ = ⋮
⎣θk ⎦ ⎣eηk ⎦
k
where ∑i=1 eηi = 1
variant 2
p(x∣η) = exp ( ⋮ ⋮ )
⎣ηk ⎦ ⎣[x = k]⎦
where
h(x) = 1
⎡η1 ⎤ ⎡ln θ1 + C ⎤
η(θ) = ⋮ = ⋮
⎣ηk ⎦ ⎣ln θk + C ⎦
⎡[x = 1]⎤
t(x) = ⋮
⎣[x = k]⎦
a(η(θ)) = 0
⎡ ∑ki=1 eηi ⎤
eη1
⎡θ1 ⎤ ⎡C ⎤
1 eη1
θ= ⋮ = ⋮ =⎢ ⋮ ⎥
⎣θk ⎦ ⎣ 1 eηk ⎦ ⎣ eηk ⎦
C ∑k eηi i=1
k
where ∑i=1 eηi = C
variant 3
⎡ η1 ⎤
T
⎢ ⎥
⎢ ⋮ ⎥ ⎡[x = 1]⎤
⎢ ⎥
p(x∣η) = exp ( ⎢ ⎥ )
⎢ηk−1 ⎥ ⎣
⋮
⎢ ⎥ [x = k]⎦
⎢ ⎥
⎣ 0 ⎦
where
h(x) = 1
⎡ θ1 ⎤ ⎡ θ1 ⎤
⎡ 1 ⎤ ln ln
⎢ θk ⎥ ⎢ 1 − ∑i=1 θi ⎥
η k−1
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ ⋮ ⎥ ⎢ ⋮ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⋮
η(θ) = ⎢ ⎥ = ⎢ θk−1 ⎥ = ⎢ ⎥
⎢ηk−1 ⎥ ⎢ln ⎥ ⎢ln ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
θk−1
⎢ ⎥ ⎢ θk ⎥ ⎢ 1 − ∑k−1 ⎥
⎢ ⎥ ⎢ i=1 θi ⎥
⎣ 0 ⎦
⎣ 0 ⎦ ⎣ 0 ⎦
⎡[x = 1]⎤
t(x) = ⋮
⎣[x = k]⎦
k k−1 k−1
a(η(θ)) = ln (∑ eηi ) = ln (1 + ∑ eηi ) = − ln θk = − ln (1 − ∑ θi )
i=1 i=1 i=1
k−1
where θk = 1 − ∑i=1 θi
⎡ ⎤
eη1
⎢ 1 + ∑i=1 eηi ⎥
k−1
⎡ k ⎤ ⎢ ⎥
eη1
⎡ ⎤ ⎢ ∑i=1 e ⎥ ⎢ ⎢ ⎥
⎥
θ1 η ⋮
⎢ ⎥ ⎢ ⎥
i
θ=⎢
⎢⋮⎥ ⎢
⎥ ⎢ ⎥ ⎢ ⎥
⎢ k−1 ηi ⎥
η
⎥
= ⋮ = e k−1
⎣θ ⎦ ⎢ ⎥ ⎢ 1 + ∑i=1 e ⎥
⎢ ⎥
e η
⎣ k ηi ⎦ ⎢ ⎥
k
⎢ ⎥
k
∑i=1 e 1
⎣ 1 + ∑k−1 eηi ⎦
i=1
Mul!nomial Distribu!on
Orginal form
k
n!
p(x∣θ) = k ∏ θixi
∏i=1 xi ! i=1
variant 1
⎡η1 ⎤ ⎡x1 ⎤
T
exp ( ⋮ ⋮ )
n!
p(x∣η) = k
∏i=1 xi ! ⎣ηk ⎦ ⎣xk ⎦
where
n!
h(x) = k
∏i=1 xi !
⎡η1 ⎤ ⎡ln θ1 ⎤
η(θ) = ⋮ = ⋮
⎣ηk ⎦ ⎣ln θk ⎦
⎡x1 ⎤
t(x) = ⋮
⎣xk ⎦
a(η(θ)) = 0
⎡ ⎤ ⎡ ⎤
θ eη1
1
θ= ⋮ = ⋮
⎣θ2 ⎦ ⎣eηk ⎦
k
where ∑i=1 eηi = 1
variant 2
⎡η1 ⎤ ⎡x1 ⎤
T
n!
p(x∣η) = k exp ( ⋮ ⋮ )
∏i=1 xi ! ⎣ηk ⎦ ⎣xk ⎦
where
n!
h(x) = k
∏i=1 xi !
⎡η1 ⎤ ⎡ln θ1 + C ⎤
η(θ) = ⋮ = ⋮
⎣ηk ⎦ ⎣ln θk + C ⎦
⎡x1 ⎤
t(x) = ⋮
⎣xk ⎦
a(η(θ)) = 0
⎡ ∑ki=1 eηi ⎤
eη1
⎡θ1 ⎤ ⎡Ce ⎤
1 η1
θ= ⋮ = ⋮ =⎢ ⋮ ⎥
⎣θ2 ⎦ ⎣ 1 eηk ⎦ ⎣ ke k ηi ⎦
η
C ∑i=1 e
k
where ∑i=1 eηi = C
variant 3
⎡ η1 ⎤
T
⎢ ⎥
⎢ ⎥ ⎡x1 ⎤
⎢ ⎥
⋮ k
exp ( ⎢ ⎥ ⋮ − n ln (∑ eηi ) )
n!
⎢ηk−1 ⎥ ⎣ ⎦
p(x∣η) = k
∏i=1 xi ! ⎢ ⎥ xk
⎢ ⎥
i=1
⎣ 0 ⎦
where
n!
h(x) =
∏ki=1 xi !
⎡ θ1 ⎤ ⎡ θ1 ⎤
⎡ 1 ⎤ ln ln
⎢ θk ⎥ ⎢ 1 − ∑i=1 θi ⎥
η k−1
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ ⋮ ⎥ ⎢ ⋮ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⋮
η(θ) = ⎢ ⎥ = ⎢ θk−1 ⎥ = ⎢ ⎥
⎢ηk−1 ⎥ ⎢ln ⎥ ⎢ln ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
θk−1
⎢ ⎥ ⎢ θk ⎥ ⎢ 1 − ∑k−1 ⎥
⎢ ⎥ ⎢ i=1 θi ⎥
⎣ 0 ⎦
⎣ 0 ⎦ ⎣ 0 ⎦
⎡x1 ⎤
t(x) = ⋮
⎣xk ⎦
k k−1 k−1
a(η(θ)) = n ln (∑ eηi ) = n ln (1 + ∑ eηi ) = −n ln θk = −n ln (1 − ∑ θi )
i=1 i=1 i=1
k−1
where θk = 1 − ∑i=1 θi
⎡ ⎤
eη1
⎢ 1 + ∑i=1 eηi ⎥
k−1
⎡ k ⎤ ⎢ ⎥
eη1
⎢ ⎥
⎢ ∑i=1 e ⎥ ⎢ ⎥
η ⋮
⎢ ⎥ ⎢ ⎥
i
θ=⎢ ⎥=⎢ ⎥
⎢ ⎥
η
⎢ ⎥
⋮ e k−1
∑i=1 e ⎢ 1 ⎥
⎣ 1 + ∑k−1 eηi ⎦
i=1
Dirichlet distribu!on
Orginal form
k k
Γ(∑i=1 αi )
p(x∣α) = k
∏ xαi i −1
∏i=1 Γ(αi ) i=1
k
where α = (α1 , … , αk ), and x = (x1 , … , xk ) and ∑i=1 xi = 1.
⎡η1 ⎤ ⎡ln x1 ⎤
T
k k
− ∑ ln Γ(ηi ) + ln Γ (∑ ηi ) )
1
p(x∣η) = k exp ( ⋮ ⋮
∏i=1 xi ⎣ηk ⎦ ⎣ln xk ⎦ i=1 i=1
where
1
h(x) =
∏ki=1 xi
⎡η1 ⎤ ⎡α1 ⎤
η(θ) = ⋮ = ⋮
⎣ηk ⎦ ⎣αk ⎦
⎡ln x1 ⎤
t(x) = ⋮
⎣ln xk ⎦
k k k k
a(η(θ)) = ∑ ln Γ(ηi ) − ln Γ (∑ ηi ) = ∑ ln Γ(αi ) − ln Γ (∑ αi )
i=1 i=1 i=1 i=1
⎡α1 ⎤ ⎡η1 ⎤
⋮ = ⋮
⎣αk ⎦ ⎣ηk ⎦
根据指数家族分布的性质,可以得到
∂a(η)
Ep(x∣η) [t(x)] =
∂η
也就是
⋮ =
⎣ln xk ⎦
Ep(x∣η)
⎡α1 ⎤
∂ ⋮
⎣αk ⎦
⎡ψ(α1 ) − ψ(∑i=1 αi )⎤
k
= ⋮
⎣ψ(α ) − ψ(∑k α )⎦
k i=1 i
具体推导如下
这⾥里里ψ()是Digamma func!on
∂ ln Γ(α) Γ′ (α)
ψ(α) = =
∂α Γ(α)