Ebook: Statistical Modelling by Exponential Families

This book is a readable, digestible introduction to exponential families, encompassing
statistical models based on the most useful distributions in statistical theory, such as
the normal, gamma, binomial, Poisson, and negative binomial. Strongly motivated by
applications, it presents the essential theory and then demonstrates the theory’s
practical potential by connecting it with developments in areas such as item response
analysis, social network models, conditional independence and latent variable
structures, and point process models. Extensions to incomplete data models and
generalized linear models are also included. In addition, the author gives a concise
account of the philosophy of Per Martin-Lo¨f in order to connect statistical modelling
with ideas in statistical physics, such as Boltzmann’s law. Written for graduate
students and researchers with a background in basic statistical inference, the book
includes a vast set of examples demonstrating models for applications and numerous
exercises embedded within the text as well as at the ends of chapters.