All Questions
6
questions
2
votes
0
answers
41
views
Unexpected zero on posterior density of Dirichlet process mixture
I was reading this notebook from the PyMC3 documentation about Dirichlet Process Mixtures and, on the last figure, the estimated density reaches almost zero for a particular value, despite the ...
- 2,680
1
vote
0
answers
31
views
Is data modeled by dirichlet process mixture exchangeable?
Consider DPM model:
$$
\begin{aligned} X_{i} | \phi_{i} & \sim F\left(x;\phi_{i}\right) \\ \phi_{1}, \phi_{2}, \cdots | & P \stackrel{iid}{\sim} P \\ P & \sim D P(\alpha G_0) \end{aligned}
...
- 241
1
vote
0
answers
74
views
Clustering and Dirichlet process' parameter
I am reading a paper in which they describe a bayesian model in which the prior $a_i$ is defined as a Dirichlet Process (DP). They say: "We use a DP to find the optimal $a_i$ via clustering".
Later on ...
- 11
6
votes
1
answer
2k
views
What does the base distribution of the Dirichlet Process mean?
So far I only really understand the Dirichlet Process through its various metaphors. For the Polya Urn scheme, my understanding is that the "base distribution" is the original distribution of colors ...
- 1,002
8
votes
1
answer
276
views
Dirichlet process mixture MCMC
I'm reading Markov Chain Sampling Methods for Dirichlet Process Mixture Models by Radford M. Neal. Equation (3.6) states that
$$
\text{If } c=c_{j} \text{ for some } j\neq i: P\left(c_{i}=c\;|\;c_{-i}...
- 1,142
2
votes
1
answer
177
views
What does "CRP is a marginalized version of PYP" mean?
I've been reading this phrase and I don't know what it means "CRP is a marginalized version of PYP". What are the parameters/latent-variables we are marginalizing out to drive CRP from PYP?
- 1,502