All Questions
Tagged with dirichlet-distribution gibbs
8
questions
1
vote
0
answers
198
views
Ordinal regression - 'induced Dirichlet' conditional posterior distribution
I am trying to implement the 'induced Dirichlet' prior model proposed by Michael Betancourt (from section 2.2 of his ordinal regression case study here: https://betanalpha.github.io/assets/...
2
votes
2
answers
344
views
Bayesian updates for Dirichlet-multinomial with Gamma prior
Let
$$
\begin{aligned}
X_i &\sim \text{Dir-multinom}(X\mid\lambda)\\
\lambda_{j} &\sim \text{Gamma}(\lambda_j\mid\alpha,\beta)\\
\end{aligned}
$$
where $i$ iterates over observations, $j$ ...
2
votes
0
answers
80
views
Gibbs sampling for mixture with Dirichlet prior?
I want to sample from the distribution of a mixture distribution. The hierarchical model is $x_i\sim f$, where:
$$f(x\mid \theta_1,\dots,\theta_p, w_1,\dots,\omega_p) = \sum_{j=1}w_p\varphi(x\mid\...
4
votes
1
answer
586
views
Gibbs sampling with Dirichlet Likelihood
I have a sequence of observations that I am representing as proportions:
X1 X2 X3 X4 X5
0.10 0.20 0.50 0.12 0.08
0.07 0.24 0.55 0.04 0.10
...
...
5
votes
0
answers
1k
views
Gibbs sampling for LDA -- does a small Dirichlet concentration parameter make a difference?
I'm using a Gibbs sampler for Latent Dirichlet allocation as described by Griffiths and Steyvers (http://www.ncbi.nlm.nih.gov/pmc/articles/PMC387300/). The sampling of a new topic $j$ for word $i$ is ...
2
votes
2
answers
1k
views
Implementing Latent Dirichlet Allocation - notation confusion
I am trying to implement LDA using the collapsed Gibbs sampler from
http://www.uoguelph.ca/~wdarling/research/papers/TM.pdf
the main algorithm is shown below
I'm a bit confused about the notation ...
2
votes
1
answer
734
views
Derivation of the posterior over topics in LDA
When studying the latent Dirichlet allocation, I am not very clear about some procedures in their deriving equations. Please refer to the attached figure, how to understand those two steps, marked as ...
10
votes
1
answer
3k
views
Bayesian estimation of Dirichlet distribution parameters
I want to estimate parameters of Dirichlet mixture models using Gibbs sampling and I have some questions about that:
Is a mixture of Dirichlet distributions equivalent to a Dirichlet process? What is ...