Why balloons are better than balls (in urn schemes)

November 18, 2011 | 0 Comments

The below is taken from a work in progress: The Polya urn is a heuristic associated with Dirichlet process mixtures. We present the scheme in a modified format, using balloons instead of balls, where the probability of drawing a balloon from the urn is proportional to its volume. Balloons are ... [Read more...]

A Note on Antoniak’s Approximation for Dirichlet Processes

September 21, 2011 | 0 Comments

Antoniak's 1974 article titled Mixtures of Dirichlet Processes with Applications to Bayesian Nonparametric Problems (Annals of Statistics 2(6):1152-1174) is a fundamental work for most modern developments in this area. The article gives two expressions for the expected number of distinct values in a sample of size n, drawn from a Dirichlet ... [Read more...]

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