NP Bayes Reading Group: 3rd meeting

Continuing from last week (Generative model diagram for stick breaking), we established that the Chinese restaurant process (CRP) is exchangeable, and the underlying process from de Finetti theorem is Dirichlet process (DP), that is, CRP is the marginal distribution of DP. The simple form of conditional distribution of CRP provides easy way of sampling. Then, we discussed the form of posterior of DP, whose expectation (marginal) coincides with the CRP. Next week, Kenneth will lead the discussion on applying the theory we learned so far to practical clustering algorithms.

Advertisements