DirichletMixture — Dirichlet mixture model

Usage

DirichletMixture(dist: Distribution<a>, alpha: Double, n: Int) → Distribution<DiscreteDist<a>>

Arguments

dist:

The distribution on component values

alpha:

The dirichlet concentration parameter

Default: 1

n:

The number of components

Default: 1 + ~Geometric(0.5)

Description

A mixture model with n components where the distribution on component weights is SymmetricDirichlet(n,alpha). If n is unknown, this prior resembles the Dirichlet process distribution, but may have a different marginal distribution on the number of components. The value for each component has distribution dist.