Dirichlet Distribution（狄利克雷分布）与Dirichlet Process（狄利克雷过程）

我$\{\theta_i|i=1,2,…,n\}$们http://www.datalearner.com/blog/1051459673766843$$\frac{3}{5}$$

$$\theta_i | G \sim G$$

$${B}$$

$$\boldsymbol{B}$$

$$\mathbf{B}$$
_________________________
$${\\Alpha}$$

$$\boldsymbol{\\Beta}$$

________________________
$$\Alpha \Beta \Gamma \Delta \Epsilon \Zeta \Eta \Theta$$
$$\boldsymbol{\alpha \beta \gamma \delta \epsilon \zeta\eta \theta}$$

$$\theta_i | \theta_1,…,\theta_{i-1} \sim \frac{1}{i-1+\alpha} \sum_{j=1}^{i-1}\delta(\theta_j)+\frac{1}{i-1+\alpha}G_0$$

$$\boldsymbol{B}({\alpha / K }) = \frac{\Gamma(\alpha)}{\Gamma(\alpha/K)^K}$$

$$\theta_{ji}|G_j \sim G_j \space\space\space \textbf{for each j and i}$$

http://blog.csdn.net/GarfieldEr007/article/details/51646604
http://blog.csdn.net/xxzhangx/article/details/52778539

R画beta分布：curve(dbeta(x, 2, 5))

尊重他人劳动成果，转载请注明出处:Bluesky's blog » Dirichlet Distribution（狄利克雷分布）与Dirichlet Process（狄利克雷过程）