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Questions tagged [dirichlet-distribution]

The Dirichlet distribution refers to a family of multivariate distributions, which are the generalization of the univariate beta distribution.

9 votes
1 answer
2k views

Distributions on the simplex with correlated components

I'm looking for some kind of distribution over the simplex in which components are correlated in an ordinal way. That is, if $p = (p_1, ..., p_J)$ is drawn from our distribution on the simplex, I ...
guy's user avatar
  • 8,962
1 vote
0 answers
83 views

Dirichlet density with just one x value and one alpha parameter

Does it make any sense to apply the Dirichlet density function to only one x value and therefore one alpha parameter? (this would be the result of some bin merging) I'm asking because it appears ...
Ricky Robinson's user avatar
1 vote
0 answers
27 views

dirichlet density function returning values > 1.0 [duplicate]

Possible Duplicate: Probability distribution value exceeding 1 is OK? I'm comparing results given by this implementation and that from the gtool library in R, of the Dirichlet density function. ...
Ricky Robinson's user avatar
1 vote
1 answer
579 views

Input parameters in Dirichlet density function

I'm trying to feed the Dirichlet density function with some sample data and estimated alpha vector using R in Python (library rpy2), but I don't understand the error that I got: ...
Ricky Robinson's user avatar
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
2 votes
2 answers
1k views

Proposal for transition matrix for Metropolis-Hastings phylogenetic inference

I am using the Metropolis-Hastings algorithm for phylogenetic inference. To do so I would like to draw the substitution matrix Q from the generalized time-reversible model. To do so I need proposal ...
user avatar
6 votes
5 answers
5k views

Simple introduction to MCMC with Dirichlet process prior?

I'm looking for a simple and easy to read introduction to using MCMC with a dirichlet process prior. Or perhaps using MCMC in any machine learning scenario, eg Gaussian Process. I've been circling ...
Hugh Perkins's user avatar
  • 4,797
18 votes
1 answer
16k views

The input parameters for using latent Dirichlet allocation

When using topic modeling (Latent Dirichlet Allocation), the number of topics is an input parameter that the user need to specify. Looks to me that we should also provide a collection of candidate ...
user3125's user avatar
  • 3,049
6 votes
1 answer
476 views

Most used name for Dirichlet Compound Multinomial dist (aka Dirichlet-Multinomial, Multivariate Polya)?

I'm doing a lot of work on the Wikipedia page for this distribution: http://en.wikipedia.org/wiki/Dirichlet_compound_multinomial_distribution The actual name of the page is "Multivariate Pólya ...
Urban Vagabond's user avatar
7 votes
2 answers
5k views

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 $x_1$, $x_2$, $x_3$...
Aaron McDaid's user avatar
9 votes
1 answer
6k views

Dirichlet distribution plot in R

I want to plot $15$ random draws of Dirichlet distribution with $\alpha = 1$ and dimension $n=10$ in R. ...
Anand's user avatar
  • 1,212
3 votes
0 answers
481 views

$\chi^2$ test for data from Dirichlet-multinomial distribution

Suppose I am given $n$ samples of sizes $N_1, \dots, N_n$ from a Dirichlet–multinomial distribution: Fixed and given is a $k$-vector $\mathbf{\alpha}$ of positive real numbers. For each $i, \, 1 ...
Hans Engler'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
17 votes
1 answer
1k views

What is the expected value of modified Dirichlet distribution? (integration problem)

It is easy to produce a random variable with Dirichlet distribution using Gamma variables with the same scale parameter. If: $ X_i \sim \text{Gamma}(\alpha_i, \beta) $ Then: $ \left(\frac{X_1}{\...
Łukasz Lew's user avatar
  • 1,412

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