smile.stat.distribution.MultivariateExponentialFamily Maven / Gradle / Ivy
/******************************************************************************
* Confidential Proprietary *
* (c) Copyright Haifeng Li 2011, All Rights Reserved *
******************************************************************************/
package smile.stat.distribution;
/**
* The purpose of this interface is mainly to define the method M that is
* the Maximization step in the EM algorithm. Note that distributuions 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
*
* @author Haifeng Li
*/
public interface MultivariateExponentialFamily {
/**
* The M step in the EM algorithm, which depends 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.
*/
public MultivariateMixture.Component M(double[][] x , double[] posteriori);
}