Articles liés à Dirichlet Process: Probability theory, Stochastic process,...

Dirichlet Process: Probability theory, Stochastic process, Probability distribution, Support (mathematics), Discrete probability distribution - Couverture souple

 
9786133822825: Dirichlet Process: Probability theory, Stochastic process, Probability distribution, Support (mathematics), Discrete probability distribution

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability theory, a Dirichlet process is a stochastic process that can be thought of as a probability distribution whose domain is itself a random distribution. That is, given a Dirichlet process , where M (the base distribution) is an arbitrary distribution and ¿ (the concentration parameter) is a positive real number, a draw from will return a random distribution (the output distribution) containing values drawn from M. That is, the support of the output distribution is the same as the base distribution. The output distribution will be discrete, meaning that individual values drawn from the distribution will sometimes repeat themselves even if the base distribution is continuous (i.e. two different draws from the base distribution will be distinct with probability one).

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