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Moment-Matching Conditions for Exponential Families with Conditioning or Hidden Data

Maximum likelihood learning with exponential families leads to moment-matching of the sufficient statistics, a classic result. This can be generalized to conditional exponential families and/or when there are hidden data. This document gives a first-principles explanation of these generalized moment-matching conditions, along with a self-contained derivation.

preprint2020arXivOpen access
Justin Domke
Machine Learning
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Justin Domke

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