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Bayesian inference is a method of statistical inference that relies on treating the model parameters as random variables and applying Bayes' theorem to deduce subjective probability statements about the parameters or hypotheses, conditional on the observed dataset.

3 votes

simulate dirichlet process in R

Check out the package DPackage in R. It has a lot of functionality for simulating from the Dirichlet Process. Here is a link to the documentation: DPackage. Zen's answer above is pretty good info as w …
Mike Nute's user avatar
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2 votes

Is this denominator of a posterior distribution the marginal distribution of Y?

Yes. Bayes Theorem is just a restatement of the basic definiton of conditional probability: $$P(A|B)=\frac{P(A\cap B)}{P(B)}=\frac{P(A)P(B|A)}{P(B)}$$ And in the denominator: $$P(B)=\sum_{i\in\math …
Mike Nute's user avatar
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