Dirichlet process probability theory (1 risultati)

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Please note that the content of this book primarily consists of articlesavailable from Wikipedia or other free sources online. In probabilitytheory, a Dirichlet process is a stochastic process that can be thoughtof as a probability distribution whose domain is itself a randomdistribution. That is, given a Dirichlet process , where M (the basedistribution) is an arbitrary distribution and ¿ (the concentrationparameter) is a positive real number, a draw from will return a randomdistribution (the output distribution) containing values drawn from M.That is, the support of the output distribution is the same as the basedistribution. The output distribution will be discrete, meaning thatindividual values drawn from the distribution will sometimes repeatthemselves even if the base distribution is continuous (i.e. twodifferent draws from the base distribution will be distinct withprobability one).…