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

One thought on “NP Bayes Reading Group: 3rd meeting

  1. Pingback: NP Bayes Reading Group: 2nd meeting | Pillow Lab Blog

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s