/******************************************************************************* * Copyright (c) 2010 Haifeng Li * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. *******************************************************************************/ 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. * <p> * 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. * <p> * 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 * @see DiscreteExponentialFamily * @see DiscreteExponentialFamilyMixture * * @author Haifeng Li */ public interface ExponentialFamily { /** * 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 Mixture.Component M(double[] x , double[] posteriori); }