Exponential family distributions | Multivariate continuous distributions | Continuous distributions | Conjugate prior distributions

Generalized Dirichlet distribution

In statistics, the generalized Dirichlet distribution (GD) is a generalization of the Dirichlet distribution with a more general covariance structure and almost twice the number of parameters. Random vectors with a GD distribution are completely neutral . The density function of is where we define . Here denotes the Beta function. This reduces to the standard Dirichlet distribution if for ( is arbitrary). For example, if k=4, then the density function of is where and . Connor and Mosimann define the PDF as they did for the following reason. Define random variables with . Then have the generalized Dirichlet distribution as parametrized above, if the are independent beta with parameters , . (Wikipedia).

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(ML 7.7.A1) Dirichlet distribution

Definition of the Dirichlet distribution, what it looks like, intuition for what the parameters control, and some statistics: mean, mode, and variance.

From playlist Machine Learning

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(ML 7.8) Dirichlet-Categorical model (part 2)

The Dirichlet distribution is a conjugate prior for the Categorical distribution (i.e. a PMF a finite set). We derive the posterior distribution and the (posterior) predictive distribution under this model.

From playlist Machine Learning

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(ML 7.7) Dirichlet-Categorical model (part 1)

The Dirichlet distribution is a conjugate prior for the Categorical distribution (i.e. a PMF a finite set). We derive the posterior distribution and the (posterior) predictive distribution under this model.

From playlist Machine Learning

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Value distribution of long Dirichlet polynomials and applications to the Riemann...-Maksym Radziwill

Maksym Radziwill Value distribution of long Dirichlet polynomials and applications to the Riemann zeta-function Stanford University; Member, School of Mathematics October 1, 2013 For more videos, visit http://video.ias.edu

From playlist Mathematics

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Multivariate Gaussian distributions

Properties of the multivariate Gaussian probability distribution

From playlist cs273a

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Continuous Distributions: Beta and Dirichlet Distributions

Video Lecture from the course INST 414: Advanced Data Science at UMD's iSchool. Full course information here: http://www.umiacs.umd.edu/~jbg/teaching/INST_414/

From playlist Advanced Data Science

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Functional Analysis Lecture 16 2014 03 25 Tempered Distributions

Recall definition of tempered distributions. Elementary properties. Continuity of tempered distribution with respect to a single Schwartz class norm; extension of compactly supported distributions to tempered distributions. Construction of tempered distributions from functions. Derivat

From playlist Course 9: Basic Functional and Harmonic Analysis

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Topic Models: Variational Inference for Latent Dirichlet Allocation (with Xanda Schofield)

This is a single lecture from a course. If you you like the material and want more context (e.g., the lectures that came before), check out the whole course: https://sites.google.com/umd.edu/2021cl1webpage/ (Including homeworks and reading.) Xanda's Webpage: https://www.cs.hmc.edu/~xanda

From playlist Computational Linguistics I

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The Normal Distribution (1 of 3: Introductory definition)

More resources available at www.misterwootube.com

From playlist The Normal Distribution

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Daniel Slonim (Purdue) -- Random Walks in Dirichlet Random Environments on Z with Bounded Jumps

Random walks in random environments (RWRE) are well understood in the one-dimensional nearest-neighbor case. A surprising phenomenon is the existence of models where the walk is transient to the right, but with zero limiting velocity. More difficulties are presented by nearest-neighbor RWR

From playlist Northeastern Probability Seminar 2021

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Statistics: Introduction to the Shape of a Distribution of a Variable

This video introduces some of the more common shapes of distributions http://mathispower4u.com

From playlist Statistics: Describing Data

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Radek Adamczak: Functional inequalities and concentration of measure III

Concentration inequalities are one of the basic tools of probability and asymptotic geo- metric analysis, underlying the proofs of limit theorems and existential results in high dimensions. Original arguments leading to concentration estimates were based on isoperimetric inequalities, whic

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

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Latent Dirichlet Allocation (Part 1 of 2)

Latent Dirichlet Allocation is a powerful machine learning technique used to sort documents by topic. Learn all about it in this video! This is part 1 of a 2 video series. Video 2: https://www.youtube.com/watch?v=BaM1uiCpj_E For information on my book "Grokking Machine Learning": https:/

From playlist Unsupervised Learning

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Farzana Nasrin (8/29/21): Random Persistence Diagram Generator

We will discuss in this talk a method of generating random persistence diagrams (RPDG). RPDG is underpinned (i) by a parametric model based on pairwise interacting point processes for inference of persistence diagrams (PDs) and (ii) by a reversible jump Markov chain Monte Carlo (RJ-MCMC) a

From playlist Beyond TDA - Persistent functions and its applications in data sciences, 2021

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Why do prime numbers make these spirals? | Dirichlet’s theorem, pi approximations, and more

A curious pattern, approximations for pi, and prime distributions. Help fund future projects: https://www.patreon.com/3blue1brown An equally valuable form of support is to simply share some of the videos. Special thanks to these supporters: http://3b1b.co/spiral-thanks Based on this Math

From playlist Neat proofs/perspectives

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Low moments of character sums - Adam Harper

Joint IAS/Princeton University Number Theory Seminar Topic: Low moments of character sums Speaker: Adam Harper Affiliation: University of Warwick Date: April 08, 2021 For more video please visit http://video.ias.edu

From playlist Mathematics

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James Maynard: Half-isolated zeros and zero-density estimates

We introduce a new zero-detecting method which is sensitive to the vertical distribution of zeros of the zeta function. This allows us to show that there are few 'half-isolated' zeros, and allows us to improve the classical zero density result to N(σ,T)≪T24(1−σ)/11+o(1) if we assume that t

From playlist Seminar Series "Harmonic Analysis from the Edge"

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Dirichlet Eta Function - Integral Representation

Today, we use an integral to derive one of the integral representations for the Dirichlet eta function. This representation is very similar to the Riemann zeta function, which explains why their respective infinite series definition is quite similar (with the eta function being an alte rna

From playlist Integrals

Related pages

Beta distribution | Neutral vector | Dirichlet-multinomial distribution | Dirichlet distribution | Lukacs's proportion-sum independence theorem | Statistics | Multinomial distribution | Beta function