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In the stick-breaking construction of Dirichlet (let me base things on Sethuraman's construction - slide 6 of this) do we sample one $\phi$ vector from the base distribution $H$ and use it for sampling $\phi_k$ at each step $k$? This is what I "think" they actually do.

But I am puzzled, as in their paper they mention $H$ is a symmetric Dirichlet distribution over the vocabulary (see the third paragraph of section 2 of this). Which means the dimensionality of $\phi$ would be the size of the vocabulary. Then it is not clear how the index $k$ of $\phi_k$s are mapped to the index of $\beta_k$s. Basically sampling $\beta_k$ will stop if no more stick is left, which means the $k$ index of $\beta_k$ can potentially be much smaller than the size of the $\phi$ vector of size $|\text{Vocabulary}|$ sampled from $H$.

My guess is that they first sample $\phi_k$s, but all they keep from the sample is its corresponding index in $\phi$. Then the sampled $\beta_k$ is just a weight associated with that index. This ways it is clear what each $\beta_k$ corresponds to.

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From what I understand here, they are explaining how to build a Dirichlet process from a base distribution H.

It means that each $\phi_k$ is sampled from H directly. Each $\phi_k$ corresponds to a topic. It is each of these $\phi_k$ which are the size of the vocabulary.

Example : if your vocabulary is of size $N$, each $\phi_k$ can be represented as a vector from $[0, 1]^N$ which corresponds to the probability of each word of appearing in a document of this topic.

The weights are determined through a $GEM(\gamma)$ : even though I'm not sure how I clearly understood how it works, it seems to sequentially assign a weight on each distribution $\phi_k$ until the sum of the weigths is 1, when it assigns then a 0 weight for all subsequent $\phi_k$s

Basically, your $k$ s correspond to the index of the topics, and the $\beta_k$s are drawn indepentendly from the $\phi_k$s.

Don't hesitate to tell me if something is not clear, most of what I tried to explain comes from a paper I worked on last semester on a related subject (Indian Buffet Process)

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  • $\begingroup$ It makes sense. I do have a question regarding $\delta_{\phi_k}$. They say this is a probability measure concentrated on $\phi_k$. Informally speaking, does it mean it is equal to $\phi_k$? $\endgroup$ Commented Apr 11, 2018 at 16:05
  • $\begingroup$ Simply put, $ \delta_{\phi_k} $ is the dirichlet measure $\phi_k$, which means that $G_0$ will be a probability measure on the topic space (as a sum of probability measure that sum to 1 by construction of $\beta_k$). Basically $G_0$ will be the probability measure of chosing a subject among the $k$ subjects $\endgroup$
    – LoicM
    Commented Apr 11, 2018 at 20:00

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