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Dirichlet process

In probability theory, Dirichlet processes (after the distribution associated with Peter Gustav Lejeune Dirichlet) are a family of stochastic processes whose realizations are probability distributions. In other words, a Dirichlet process is a probability distribution whose range is itself a set of probability distributions. It is often used in Bayesian…

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Overview

Introduction

Formal definition

Alternative views

Use as a prior distribution

Use in Dirichlet mixture models

Applications of the Dirichlet process

Related distributions

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Map overview Semantic statistics

Dirichlet process

Nodes73
Edges72
Triples112
Avg. degree1.97
Density0.027397
Components1

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Dirichlet process

Top relations

related to External links · 21
Dirichlet process → All ThatPeter Green's, Bayesian, Chinese Restaurant Processes, Clustering, Dirichlet, Dirichlet Distribution, Dirichlet Processes, Dirichlet ProcessesPeter Green's, Example, Frigyik, Ghahramani's UAI, GuptaYee Whye Teh's, Infinite Mixture ModelsA Toy, Introduction, Jordan's NIPS, Kapila, NIPS, Nonparametric Bayesian, Nonparametric Bayesian Methods, Related Processes
related to The Pólya urn scheme · 11
Dirichlet process → Blackwell, Chinese, Dirichlet, Each, If, Imagine, MacQueen, Otherwise, Pólya, Then, Yet
has application · 10
Dirichlet process → Additionally, As, Bayesian, Dirichlet, For, Gaussian, Gaussians, In, Nonparametric, The
related to Bernstein–Von Mises theorem · 7
Dirichlet process → Bernstein, Brownian Bridge, Dirichlet, Donsker, In, Mises, Suppose
related to The Chinese restaurant process · 7
Dirichlet process → Additionally, After, Chinese, Dirichlet, Imagine, The, This
related to The stick-breaking process · 7
Dirichlet process → As, Beta, Conceptually, Dirichlet, In, Remember, Since
related to Alternative views · 6
Dirichlet process → Besides, Beta, Chinese, Dirichlet, Finetti's, There
related to Example 2 · 6
Dirichlet process → As, By, Denoting, Dirichlet, In, We
related to Formal definition · 5
Dirichlet process → Dir, Dirichlet, DP, For, Given
is a · 4
Dirichlet process → conjugate prior for infinite, conjugate prior for this model, probability distribution whose range is itself a set of probability distributions, so-called stick-breaking process view

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Important terminology

distribution dirichlet displaystyle process probability distributions model prior random alpha data number clusters infinite cluster discrete nonparametric used base posterior

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Dirichlet processis aprobability distribution whose range is itself a set of probability distributions0.90text
Dirichlet processis aconjugate prior for infinite0.90text
Dirichlet processis aso-called stick-breaking process view0.90text
Dirichlet processis aconjugate prior for this model0.90text
k-meansinstance ofBy looking at how votes were cast in previous years on similar pieces of legislation one could fit a predictive model using a simple clustering algorithm0.80text
a religioninstance ofattributes0.80text
class or race could also be critical for modelling voter behaviourinstance ofattributes0.80text
resulting in more clusters in the model.Example 2As another exampleinstance ofattributes0.80text
we might be interested in modelling the velocities of galaxies using a simple model assuming that the velocities are clusteredinstance ofattributes0.80text
for instance by assuming each velocity is distributed according to the normal distribution v iinstance ofattributes0.80text
resulting in more clusters in the modelinstance ofattributes0.80text
Dirichlet processhas applicationDirichlet0.60section

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