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0 votes
0 answers
95 views

Mixtures of Dirichlet multivariates or Dirichlet processes

I am exploring the properties of Dirichlet distributions and their parameters. When mixing two Dirichlet distributed random bivariates $$\mathbf{X}\equiv(X_1,X_2)\sim\text{Dir}(\alpha_1,\alpha_2)$$ ...
Riccardo Buscicchio's user avatar
1 vote
0 answers
174 views

Log-likelihood of a finite mixture distribution (PDF overflowing)

I'm trying to use a finite mixture of Dirichlet distributions in a project, but am encountering problems with the PDF becoming so large for input values close to 0 that it overflows to infinity (as ...
Edrulesok's user avatar
  • 151
2 votes
0 answers
162 views

Choosing the Dirichlet prior in a mixture model

Consider the following mixture model with $K < \infty$ components, $$ f\left(x \mid \theta_{1}, \ldots, \theta_{K}, \pi_{1}, \ldots, \pi_{K}\right)=\sum_{k=1}^K \pi_{k} \varphi\left(x \mid \theta_{...
econ86's user avatar
  • 387
2 votes
0 answers
85 views

Understanding short animation about Dirichlet Process Mixture Model

On the wikipedia page of Dirichlet Process, there is the following video. I don't get the point of the video. My first impression was that the video was showing the fitting of one-dimensional data ...
Tommaso Bendinelli's user avatar
4 votes
4 answers
367 views

Finite mixture models - Basic understanding

I have been reading lecture slides about Dirichlet Process. In page 22, there is a picture about the following finite mixture model. $$\phi _{k}\sim H\\ \pi \sim Dirichlet(\alpha /K,\dots,\alpha /K)\...
Jiang Xiang's user avatar
3 votes
0 answers
374 views

Dirichlet process mixture model with Bayesian hierarchical clustering

I am doing Bayesian hierarchical clustering. From my understanding, there are three basic points for this algorithm. Use marginal likelihoods to decide which clusters to merge Asks what the ...
user3269's user avatar
  • 5,222
3 votes
1 answer
1k views

Can log-likelihood function calculated value (M-step) be smaller after 1 EM-iteration?

I am applying a MAP log-likelihood approach in order to fit a Markov mixture model, where objective function to be maximized is given by the formula: $$ L(X|\Theta _K)=\sum_{i=1}^{n}f(X_i|\Theta_K)+\...
zima's user avatar
  • 779
9 votes
3 answers
3k views

Mixture Models and Dirichlet Process Mixtures (beginner lectures or papers)

In the context of online clustering, I often find many papers talking about: "dirichlet process" and "finite/infinite mixture models". Given that I've never used or read about dirichlet process or ...
shn's user avatar
  • 2,957