Probability distributions

Matrix variate Dirichlet distribution

In statistics, the matrix variate Dirichlet distribution is a generalization of the matrix variate beta distribution and of the Dirichlet distribution. Suppose are positive definite matrices with also positive-definite, where is the identity matrix. Then we say that the have a matrix variate Dirichlet distribution, , if their joint probability density function is where and is the . If we write then the PDF takes the simpler form on the understanding that . (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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From playlist Mathematics

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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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Multivariate Gaussian distributions

Properties of the multivariate Gaussian probability distribution

From playlist cs273a

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From playlist Computational Linguistics I

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(ML 7.10) Posterior distribution for univariate Gaussian (part 2)

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From playlist Machine Learning

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From playlist Mathematics

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From playlist Columbia Probability Seminar

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From playlist Advanced Data Science

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From playlist Matrix (Linear) Transformations

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From playlist Mathematics

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(ML 7.9) Posterior distribution for univariate Gaussian (part 1)

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From playlist Machine Learning

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Related pages

Identity matrix | Matrix variate beta distribution | Dirichlet distribution | Wishart distribution | Inverse Dirichlet distribution | Schur complement | Statistics | Probability density function