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A family of stochastic processes whose realizations are probability distributions

3 votes
2 answers
298 views

Dirichlet process

I am studying the dirichlet process. Am I right to assume that every observation/sample from the DP, $G(T_k)$ , is a Dirichlet distribution, and that at the same time, the distribution over all cells …
Wouter's user avatar
  • 2,202
5 votes
2 answers
673 views

Polya Urn - formulas

I am trying to understand Dirichlet processes and Polya's Urn, following this excellent article. One thing that I am struggling with, is to understand in the example below what why the number of ball …
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2 votes
1 answer
121 views

dirichlet process - formula explanatation

i am self-studying the Dirichlet process, from among others http://www.stat.ubc.ca/~bouchard/courses/stat547-sp2011/notes-part2.pdf, and struggling with the following basic question: I understand th …
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