Thursday, 13 November 2008

st.statistics - How does the Dirichlet process work?

Hi, i'm looking to get into nonparametric bayesian techniques but I'm having problem understanding what's going on in the definition of the Dirichlet process or how it works. So what does P ~ DP(α*P0) mean?



What does a distribution P looks like? Is the samples being used, Xi ~ P?

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