Bay Area Discrete Math Day XII: Hierarchial Dirichlet...

Google TechTalks Bay Area Discrete Math Day XII April 15, 2006 Michael Jordan (UC Berkeley) ABSTRACT A Dirichlet process (DP) is a random probability measure that concentrates on discrete measures. It has interesting and well-explored connections to various topics in combinatorics and probability. It has also played an important role in nonparametric Bayesian statistics, via sampling algorithms that are based on its exchangeability properties. I define a hierarchical Dirichlet process (HDP), in which the base measure for each of a set of child DPs is itself distributed according to a DP. I discuss representations of HDPs in terms of stick-breaking processes and a generalization of the Chinese...