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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

4 votes
1 answer
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Proof for power-law tail of Poisson-Dirichlet distribution (Pitman-Yor process & Zipf's law)

I'm trying to understand the motivation of using Pitman-Yor (PY) processes in language modeling, in particular Teh's hierarchical LM based on PY processes. A motivation frequently stated in research l …
4 votes
Accepted

Proof for power-law tail of Poisson-Dirichlet distribution (Pitman-Yor process & Zipf's law)

As an intermediate solution, I put up with the following proposition. It only gives the asymptotic behavior of the expectation of the stick-breaking weights while almost surely results exist, for sure …
Mirko Vogel's user avatar