All Questions
Tagged with dirichlet-distribution mixture-distribution
8
questions
0
votes
0
answers
95
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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
$$\mathbf{X}\equiv(X_1,X_2)\sim\text{Dir}(\alpha_1,\alpha_2)$$
...
1
vote
0
answers
174
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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 ...
2
votes
0
answers
162
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Choosing the Dirichlet prior in a mixture model
Consider the following mixture model with $K < \infty$ components,
$$
f\left(x \mid \theta_{1}, \ldots, \theta_{K}, \pi_{1}, \ldots, \pi_{K}\right)=\sum_{k=1}^K \pi_{k} \varphi\left(x \mid \theta_{...
2
votes
0
answers
85
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Understanding short animation about Dirichlet Process Mixture Model
On the wikipedia page of Dirichlet Process,
there is the following video.
I don't get the point of the video.
My first impression was that the video was showing the fitting of one-dimensional data ...
4
votes
4
answers
367
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Finite mixture models - Basic understanding
I have been reading lecture slides about Dirichlet Process.
In page 22, there is a picture about the following finite mixture model.
$$\phi _{k}\sim H\\
\pi \sim Dirichlet(\alpha /K,\dots,\alpha /K)\...
3
votes
0
answers
374
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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 ...
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)+\...
9
votes
3
answers
3k
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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 ...