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A family of stochastic processes whose realizations are probability distributions

8 votes

Mixture Models and Dirichlet Process Mixtures (beginner lectures or papers)

This is a gentle tutorial: http://www.cs.cmu.edu/~kbe/dp_tutorial.pdf I like the wikipedia entry as well. The links there are also very good: http://en.wikipedia.org/wiki/Dirichlet_process Here is …
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