Formal Definition
A Dirichlet process over a set S is a stochastic process whose sample path (i.e. an infinite-dimensional set of random variates drawn from the process) is a probability distribution on S. The finite dimensional distributions are from the Dirichlet distribution: If H is a finite measure on S, is a positive real number and X is a sample path drawn from a Dirichlet process, written as
then for any measureable partition of S, say, we have that
Read more about this topic: Dirichlet Process
Famous quotes containing the words formal and/or definition:
“On every formal visit a child ought to be of the party, by way of provision for discourse.”
—Jane Austen (17751817)
“The man who knows governments most completely is he who troubles himself least about a definition which shall give their essence. Enjoying an intimate acquaintance with all their particularities in turn, he would naturally regard an abstract conception in which these were unified as a thing more misleading than enlightening.”
—William James (18421910)