MathOverflow is a question and answer site for professional mathematicians. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

Hi, i'm looking to get into nonparametric bayesian techniques but I'm having problem understanding what's going on in the definition of the Dirichlet process or how it works. So what does P ~ DP(α*P0) mean?

What does a distribution P looks like? Is the samples being used, Xi ~ P?

share|cite|improve this question
It might help if you let us know what definition you have in front of you. – Michael Lugo Dec 16 '09 at 21:08
up vote 1 down vote accepted

I'm a fan of Yee Whye Teh's tutorials, listed under "Short Courses" here:

You can also watch the video on videolectures if you want an explanation to accompany the slides.

share|cite|improve this answer

Are you taking about the Dirichlet-Poisson process? If yes then a nice introduction is in .

It is too long to put here (you have to read first about random partitions) but it gives some intuitions.

share|cite|improve this answer

We can go by the common definition posted here

share|cite|improve this answer
You should edit the question to include this link there instead of posting it in an answer. – Alberto García-Raboso Dec 17 '09 at 20:05

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.