Dirichlet process: Difference between revisions

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[[File:Dirichlet process draws.svg|thumb|300px|Draws from the Dirichlet process <math>\mathrm{DP}\left(N(0,1), \alpha\right)</math>. The four rows use different <math>\alpha</math> (top to bottom: 1, 10, 100 and 1000) and each columnrow contains three repetitions of the same experiment. As seen from the graphs, draws from a Dirichlet process are discrete distributions and they become less concentrated (more spread out) with increasing <math>\alpha</math>. The graphs were generated using the [[stick-breaking process]] view of the Dirichlet process.]]
In [[probability theory]], '''Dirichlet processes''' (after [[Peter Gustav Lejeune Dirichlet]]) are a family of [[stochastic process]]es whose [[realization (probability)|realizations]] are [[probability distribution]]s. In other words, a Dirichlet process is a probability distribution whose range is itself a set of probability distributions. It is often used in [[Bayesian inference]] to describe the [[prior probability|prior]] knowledge about the distribution of [[random variable]]s&mdash;how likely it is that the random variables are distributed according to one or another particular distribution.