Was curious if there is any good book on Dirichlet Process (DP).

I'm reading the DBA 3 by Andrew Gelman and I didn't understand it well enough. I was curious if there is a book that go into it a bit more.

To clarify, I think Dirichlet Process is chapter 23 and 24. I can't read through all the book before getting to 23 and 24 to read it. Also the book is a bit dry and assume previous chapter.

I know there are currently youtube videos on DP in machine learning classes and it didn't seem like I need 23-24 chapters for it.

Bayesian Reasoning and Machine Learning by David Barber have a suggested chapters to read for certain class and DP only requires 4-5 chapters in there. I'm reading some Bayesian hierarchical modeling in ecology and the book approach is first model it down then translate to Bayesian graphic model then breaks it down. I'd like the model focus first book instead of theory like BDA 3 seems to be doing.

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    $\begingroup$ What would make a book "good"? Gelmans book is very introductory and you are asking about pretty in-depth topic, so if BDA was not clear, then you should probably start with some introductory portability & statistics books and then gradually choose more focused books. I doubt you'd find book on Dirichlet process that is more accessible then BDA. $\endgroup$
    – Tim
    Jun 25, 2017 at 18:45
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    $\begingroup$ Dirichlet processes are pretty deep in the weeds. More advanced mathematical topics build on previous results and theorems, so skipping to chapters 23-24 is a bit like only taking in the ten minutes of Hamlet. That said, Radford Neal is a bit of a specialist in Dirichlet processes, so his articles and books might be a good starting point. At a minimum, the bibliographies will be helpful. $\endgroup$
    – Sycorax
    Jun 26, 2017 at 14:57
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    $\begingroup$ Just go on Videolectures, and watch everything that Whye Teh and Zoubin Ghahramani have on nonparametric Bayesian (i.e., videolectures.net/mlss2011_teh_nonparametrics/?q=why%20teh). Once finished, watch Michael Jordan's stuff. Also, read this: gatsby.ucl.ac.uk/~ywteh/research/npbayes/dp.pdf $\endgroup$ Sep 4, 2017 at 3:27
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    $\begingroup$ amazon.com/Prior-Processes-Their-Applications-Nonparametric/dp/… or search for a book with "nonparametric Bayes" in the title. $\endgroup$ Feb 14, 2018 at 17:49

1 Answer 1


Better start with Tamara Broderick 2016 "Nonparametric Bayes Tutorial".

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    $\begingroup$ While this link may answer the question, it is better to include the essential parts of the answer here and provide the link for reference. Link-only answers can become invalid if the linked page changes. - From Review $\endgroup$
    – Antoine
    Jul 22, 2022 at 11:20

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