On a Rapid Simulation of the Dirichlet Process
Machine Learning
2012-01-26 v3
Abstract
We describe a simple and efficient procedure for approximating the L\'evy measure of a random variable. We use this approximation to derive a finite sum-representation that converges almost surely to Ferguson's representation of the Dirichlet process based on arrivals of a homogeneous Poisson process. We compare the efficiency of our approximation to several other well known approximations of the Dirichlet process and demonstrate a substantial improvement.
Keywords
Cite
@article{arxiv.1107.0521,
title = {On a Rapid Simulation of the Dirichlet Process},
author = {Mahmoud Zarepour and Luai Al Labadi},
journal= {arXiv preprint arXiv:1107.0521},
year = {2012}
}
Comments
Copy right regulations. The paper has been accepted