@George_Papandreou, Thank you for your answer and your derivation in Appendix C, which is neat! My question is how does one sample $\mathbf{\alpha}$ from $p(\mathbf{\alpha}\mid \mathbf{\nu}, \eta) \propto \frac{1}{B(\mathbf{\alpha})^\eta}e^{-\sum_{t=1}^D \nu_t,\alpha_t}$ ? I am not sure if I can use rejection sampling while sampling a vector. Looking forward to your help. Thanks so much!