
smile.stat.distribution.ExponentialFamily Maven / Gradle / Ivy
/*
* Copyright (c) 2010-2021 Haifeng Li. All rights reserved.
*
* Smile is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Smile is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Smile. If not, see .
*/
package smile.stat.distribution;
/**
* The exponential family is a class of probability distributions sharing
* a certain form. The normal, exponential, gamma, chi-square, beta, Weibull
* (if the shape parameter is known), Dirichlet, Bernoulli, binomial,
* multinomial, Poisson, negative binomial, and geometric distributions
* are all exponential families. The family of Pareto distributions with
* a fixed minimum bound form an exponential family.
*
* The Cauchy, Laplace, and uniform families of distributions are not
* exponential families. The Weibull distribution is not an exponential
* family unless the shape parameter is known.
*
* The purpose of this interface is mainly to define the method M that is
* the Maximization step in the EM algorithm. Note that distributions of exponential
* family has the close-form solutions in the EM algorithm. With this interface,
* we may allow the mixture contains distributions of different form as long as
* it is from exponential family.
*
* @see ExponentialFamilyMixture
* @see DiscreteExponentialFamily
* @see DiscreteExponentialFamilyMixture
*
* @author Haifeng Li
*/
public interface ExponentialFamily extends Distribution {
/**
* The M step in the EM algorithm, which depends on the specific distribution.
*
* @param x the input data for estimation
* @param posteriori the posteriori probability.
* @return the (unnormalized) weight of this distribution in the mixture.
*/
Mixture.Component M(double[] x , double[] posteriori);
}