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Results tagged with dirichlet-process
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user 9394
A family of stochastic processes whose realizations are probability distributions
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Why is the Dirichlet Process unsuitable for applications in Bayesian nonparametrics?
With probability one, the realizations of a Dirichlet Process are discrete probability measures. A rigorous proof can be found in
Blackwell, D. (1973). "Discreteness of Ferguson Selections", The Annal …
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simulate dirichlet process in R
With certainty, realizations of a Dirichlet Process are probability measures with countable support, as proved by D. Blackwell, The Annals of Statistics 1 (1973), no. 2, 356--358. You can sample reali …
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