2
$\begingroup$

Hello there,

I have problems understanding how a dirichlet process is in fact a stochastic process; a random variable which changes over t \in T. What is the T here, is it the partitions of the sample space which can grow to infinity?

I would appreciate any explanations :) Thanks

$\endgroup$

1 Answer 1

1
$\begingroup$

Could try good old Wikipedia on this...

$\endgroup$
2
  • 2
    $\begingroup$ If Wikipedia's page is the standard explanation, then this is a fantastic question. In fact, I would love to see a tutorial on DPs for the mathematician that has mastered the basics of measure-theoretic probability. $\endgroup$ Apr 21, 2011 at 15:43
  • 1
    $\begingroup$ @Neil, I have no idea whether you formulated this request for real or as a jest but if you did ask seriously, a starting point could be the seminal paper Prior distributions on spaces of probability measures by T.S. Ferguson (Annals of Statistics, 1974). For a diversified and more recent list of references, see mlg.eng.cam.ac.uk/porbanz/talks/npb-tutorial.html $\endgroup$
    – Did
    Aug 11, 2011 at 23:32

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

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