A note on the finite-dimensional Dirichlet prior

作者:Xia Yemao*; Gou Jianwei
来源:Communications in Statistics - Theory and Methods, 2017, 46(19): 9388-9396.
DOI:10.1080/03610926.2016.1208239

摘要

As an approximation to the Dirichlet process which involves the infinite-dimensional distribution, finite-dimensional Dirichlet prior is a widely appreciated method to model the underlying distribution in non parametric Bayesian analysis. In this short note, we present some key characteristics of finite-dimensional Dirichlet process and exploit some important sampling properties which are very useful in Bayesian non parametric/semiparametric analysis.

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