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arxiv: math/0601273 · v4 · submitted 2006-01-12 · 🧮 math.PR · math.OA· math.ST· stat.TH

Free Exponential Families as Kernel Families

classification 🧮 math.PR math.OAmath.STstat.TH
keywords exponentialfamiliesfreekernelanalogousapproacharisebeen
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Free exponential families have been previously introduced as a special case of the q-exponential family. We show that free exponential families arise also from a procedure analogous to the definition of exponential families by using the Cauchy-Stieltjes kernel instead of the exponential kernel. We use this approach to re-derive several known results and to study further similarities with exponential families and reproductive exponential models.

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