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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.

49 votes
2 answers
58k views

What exactly is the alpha in the Dirichlet distribution?

I'm fairly new to Bayesian statistics and I came across a corrected correlation measure, SparCC, that uses the Dirichlet process in the backend of it's algorithm. I have been trying to go through the ...
O.rka's user avatar
  • 1,472
39 votes
3 answers
47k views

Why is the Dirichlet distribution the prior for the multinomial distribution?

In LDA topic model algorithm, I saw this assumption. But I don't know why chose Dirichlet distribution? I don't know if we can use Uniform distribution over Multinomial as a pair?
ColinBinWang's user avatar
34 votes
2 answers
22k views

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 ...
user1315305's user avatar
  • 1,309
33 votes
1 answer
3k views

Can a Multinomial(1/n, ..., 1/n) be characterized as a discretized Dirichlet(1, .., 1)?

So this question is slightly messy, but I'll include colourful graphs to make up for that! First the Background then the Question(s). Background Say you have a $n$-dimensional multinomial ...
Rasmus Bååth's user avatar
28 votes
1 answer
11k views

Construction of Dirichlet distribution with Gamma distribution

Let $X_1,\dots,X_{k+1}$ be mutually independent random variables, each having a gamma distribution with parameters $\alpha_i,i=1,2,\dots,k+1$ show that $Y_i=\frac{X_i}{X_1+\cdots+X_{k+1}},i=1,\dots,k$,...
Argha's user avatar
  • 2,110
24 votes
3 answers
3k views

Distribution of the largest fragment of a broken stick (spacings)

Let a stick of length 1 be broken in $k+1$ fragments uniformly at random. What is the distribution of the length of the longest fragment? More formally, let $(U_1, \ldots U_k)$ be IID $U(0,1)$, and ...
gui11aume's user avatar
  • 14.8k
19 votes
2 answers
8k views

Purpose of Dirichlet noise in the AlphaZero paper

In DeepMind's AlphaGo Zero and AlphaZero papers, they describe adding Dirichlet noise to the prior probabilities of actions from the root node (board state) in Monte Carlo Tree Search: Additional ...
monk's user avatar
  • 475
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
17 votes
3 answers
7k views

Multinomial-Dirichlet model with hyperprior distribution on the concentration parameters

I will try to describe the problem at hand as general as possible. I am modeling observations as a categorical distribution with a parameter probability vector theta. Then, I assume the parameter ...
Dnaiel's user avatar
  • 444
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
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
12 votes
2 answers
9k views

Laplace smoothing and Dirichlet prior

On the wikipedia article of Laplace smoothing (or additive smoothing), it is said that from a Bayesian point of view, this corresponds to the expected value of the posterior distribution, using a ...
DanielX2010's user avatar
12 votes
2 answers
5k views

The meaning of representing the simplex as a triangle surface in Dirichlet distribution?

I'm reading from a book that introduces the Dirchilet distribution and then presented figures about it. But I was not really able to understand those figures. I attached the figure here at the bottom. ...
Jack Twain's user avatar
  • 8,421
12 votes
0 answers
2k views

Is sparsity of topics a necessary condition for latent Dirichlet allocation (LDA) to work

I have been playing with the hyper-parameters of the latent Dirichlet allocation (LDA) model and am wondering how sparsity of topic priors play a role in inference. I have not performed these ...
kedarps's user avatar
  • 3,592
11 votes
1 answer
693 views

Dirichlet posterior

I have a question about the Dirichlet posterior distribution. Given a multinomial likelihood function it's known that the posterior is $Dir({\alpha_i + N_i})$, where $N_i$ is the number of times we've ...
Max's user avatar
  • 111

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