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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?

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    $\begingroup$ It might help if you let us know what definition you have in front of you. $\endgroup$ – Michael Lugo Dec 16 '09 at 21:08
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I'm a fan of Yee Whye Teh's tutorials, listed under "Short Courses" here: http://www.gatsby.ucl.ac.uk/~ywteh/teaching/teaching.html

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

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Are you taking about the Dirichlet-Poisson process? If yes then a nice introduction is in http://arxiv.org/abs/0909.3985 .

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

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We can go by the common definition posted here

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  • $\begingroup$ You should edit the question to include this link there instead of posting it in an answer. $\endgroup$ – Alberto García-Raboso Dec 17 '09 at 20:05

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