Introduction to Dirichlet Processes
نویسنده
چکیده
Dirichlet processes have been very popular in recent years, particularly as prior distributions over unknown probability distributions. The purpose of this review is to provide both an intuition into and a mathematical understanding of Dirichlet processes. We will begin by discussing mixture models as a motivating problem. We will find that our model forces us to make some strong assumptions about the data, and that this leaves us with one sub-problem we have no principled way of solving. We will then digress into an exposition of mathematics of the Dirichlet process, building to an understanding of how it can provide one solution to the problem of assumptions in our mixture model. Finally, we return to discuss applications of Dirichlet processes, and how to use them for inference.
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