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A note on the scale parameter of the dirichlet process
Author(s) -
Walker Stephen G.,
Mallick Bani K.
Publication year - 1997
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315342
Subject(s) - dirichlet distribution , dirichlet process , mathematics , scale (ratio) , concentration parameter , bayesian probability , categorical distribution , interpretation (philosophy) , scale parameter , prior probability , latent dirichlet allocation , hierarchical dirichlet process , statistics , computer science , bayesian hierarchical modeling , bayes' theorem , mathematical analysis , artificial intelligence , topic model , physics , quantum mechanics , boundary value problem , programming language
This paper gives an interpretation for the scale parameter of a Dirichlet process when the aim is to estimate a linear functional of an unknown probability distribution. We provide exact first and second posterior moments for such functionals under both informative and noninformative prior specifications. The noninformative case provides a normal approximation to the Bayesian bootstrap.