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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
1 vote
1 answer
366 views

Parametrization of Dirichlet distribution

Hej! Consider I have a Dirichlet distribution with 4 variables, where the mean (u) values of these are known. $(u1+u2+u3+u4=1)$ Now, I want to obtain the parameters of the Dirichlet distribution ($\...
AAndersson's user avatar
3 votes
2 answers
2k views

What is a non-informative choice of parameters for a Dirichlet distribution?

Dirichlet distribution is a conjugate prior for multinomial distribution. I want to impose a non-informative prior over sampling weights $\pi$ for a draw $x=(x_1,…,x_N)$ from a multinomial ...
Blade's user avatar
  • 655
0 votes
1 answer
158 views

LDA alpha equivalent in structural topic model

I'm using an implementation of the structural topic model (stm), written in R using the stm package. I want to reduce the number of topics that are prevalent in ...
James's user avatar
  • 25
1 vote
0 answers
226 views

Dirichlet process and clustering

How does clustering with a Dirichlet process as prior work? I am confused as to if the parameter $\alpha_i$ $\sim$ DP is found via clustering or is used to cluster. I undestrand how it can be used to ...
John F.'s user avatar
  • 11
1 vote
1 answer
496 views

Prior for the regression coefficients in the logistic regression

I'm trying to model Bayesian logistic regression model with my dependent variable (status: 0=alive, 1 death) & independent variable (age) in the categorical form (0=patients < 65 yrs old, 1=...
Diyana's user avatar
  • 21
1 vote
0 answers
370 views

KL divergence between discrete data and model (choosing hyperprior over Dirichlet concentration parameter $\alpha$)

I have some categorical data that follow an unknown true multinomial distribution $p$ and a model with known multinomial distribution $q$. I want to estimate the KL divergence between $p$ and $q$ ...
lacerbi's user avatar
  • 5,226
2 votes
1 answer
1k views

What is meant by "non-convex prior" and "sparsity-inducing prior"?

I was reading how to use collapsed gibbs sampling for latent dirichlet allocation in a google group and one user talked about using dirichlet priors with small hyperparameters and sum out the z ...
Rohola Zandie's user avatar
2 votes
1 answer
175 views

Dirichlet Process Clustering Prior

I'm doing dirichlet process clustering where dirichlet priors are used as: with CRP representation as: First customer will always choose first table. Second will choose already occupied table with ...
maliks's user avatar
  • 201
3 votes
1 answer
132 views

Is it possible to define the mean of a varying distribution?

Suppose $(p_1,\ldots,p_k)$ be the vector of multinomial parameters and $$(p_1,\ldots,p_k)\sim \mbox{Dirichlet}(\alpha_1,\ldots,\alpha_k).$$ Let's define a function $f(p_1,\ldots,p_k) \in \mathbb{R}$. ...
Elrond Gimli's user avatar
16 votes
3 answers
5k views

Why does nobody use the Bayesian multinomial Naive Bayes classifier?

So in (unsupervised) text modeling, Latent Dirichlet Allocation (LDA) is a Bayesian version of Probabilistic Latent Semantic Analysis (PLSA). Essentially, LDA = PLSA + Dirichlet prior over its ...
usual me's user avatar
  • 1,247
4 votes
2 answers
9k views

What are typical values to use for alpha and beta in Latent Dirichlet Allocation?

Specifically in the case where I don't know anything about the documents I'm working with. I'm looking a specific number or number range.
Transcendence's user avatar
9 votes
1 answer
4k views

Bayesian inference for multinomial distribution with asymmetric prior knowledge?

Suppose I will be getting some samples from a binomial distribution. One way to model my prior knowledge is with a Beta distribution with parameters $\alpha$ and $\beta$. As I understand it, this is ...
Michael McGowan's user avatar