All Questions
Tagged with dirichlet-distribution sampling
11
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What is a representation of positive numbers summing to one that can be sampled via HMC?
I have a probability density $f(x): \mathbb{R}^n \rightarrow \mathbb{R}$ whose argument vector $x$ satisfies the constraints that all elements are positive and sum to unity. I need to generate samples ...
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Sampling quantities with a fixed sum ("string cutting"), but those quantities have to be discrete
I would like to sample 6 quantities that are guaranteed to add up to 600, each with a mean of 100. I want to be control the amount of variance around 100 (same variance for all 6 quantities, but need ...
1
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69
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Utilising the reparameterisation trick on non-Gaussian distributions (Dirichlet)
I'm specifically looking to apply the trick to a Dirichlet distribution. Kingma and Welling (2013) briefly talk about how the trick can be applied to non-Gaussian distributions, and state that the ...
- 175
1
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Variance of multinomial and Dirichlet-multinomial distributions
I have an application where I would like to sample from a multinomial distribution, but I am concerned that the variance will be too low. As an alternative, I am considering the Dirichlet-multinomial ...
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1
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1
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Escobar and West Sampler for Dirichlet Process Parameters
I am reading Escobar&West paper and in particular am interested in their Gibbs sampler for the concentration parameter of Dirichlet Process. The issue I have is at the end of their section 6, ...
- 1,502
8
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1
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Sampling from Dirichlet-Multinomial
How do I sample from a Dirichlet-Multinomial distribution. One which has this pmf:
http://en.wikipedia.org/wiki/Dirichlet-multinomial_distribution#For_a_multinomial_distribution_over_category_counts
- 549
3
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1
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1k
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Dirichlet sample by normalising Gamma RVs
I know that if you sample $K$ random variables $(X_1, X_2, \dots, X_K)$ from Gamma distributions using shape parameters $(\alpha_1, \alpha_2, \dots \alpha_K)$ and a scale parameter $\theta = 1$ such ...
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8
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What does it mean to sample a probability vector from a Dirichlet distribution?
I'm essentially learning about Latent Dirichlet Allocation. I'm watching a video here: http://videolectures.net/mlss09uk_blei_tm/ and stuck at minute 45 when he started to explain on sampling from the ...
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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 ...
- 473
34
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2
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Drawing from Dirichlet distribution
Let's say we have a Dirichlet distribution with $K$-dimensional vector parameter $\vec\alpha = [\alpha_1, \alpha_2,...,\alpha_K]$. How can I draw a sample (a $K$-dimensional vector) from this ...
- 1,309
7
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Generating from Dirichlet distribution with the differences in a sequence of ordered uniform
First, let's assume that we want to generated from a Dirichlet(1,1,1,1) distribution. Would the following method be correct?:
generate three variates from a Uniform(0,1). Call them $x_1$, $x_2$, $x_3$...
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