Bay Area Discrete Math Day XII: Hierarchial Dirichlet...

Channel:

Google TechTalks

Subscribers:

348,000

Published on October 9, 2007 3:24:12 AM ● Video Link: https://www.youtube.com/watch?v=2e1TrYT7owA

Duration: 1:00:03

3,624 views

16

Google TechTalks
Bay Area Discrete Math Day XII
April 15, 2006

Michael Jordan (UC Berkeley)

ABSTRACT
A Dirichlet process (DP) is a random probability measure that concentrates on discrete measures. It has interesting and well-explored connections to various topics in combinatorics and probability. It has also played an important role in nonparametric Bayesian statistics, via sampling algorithms that are based on its exchangeability properties. I define a hierarchical Dirichlet process (HDP), in which the base measure for each of a set of child DPs is itself distributed according to a DP. I discuss representations of HDPs in terms of stick-breaking processes and a generalization of the Chinese...