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:
“Two clergymen disputing whether ordination would be valid without the imposition of both hands, the more formal one said, “Do you think the Holy Dove could fly down with only one wing?””
—Horace Walpole (1717–1797)
“Was man made stupid to see his own stupidity?
Is God by definition indifferent, beyond us all?
Is the eternal truth man’s fighting soul
Wherein the Beast ravens in its own avidity?”
—Richard Eberhart (b. 1904)