標題: 狄里克雷過程和中國餐廳程序
Dirichlet Process and Chinese Restaurant Process
作者: 鄭學鴻
Jheng, Shue-Hong
洪慧念
Hung, Hui-Nien
統計學研究所
關鍵字: 隨機過程;狄里克雷過程;中國餐廳程序;Stochastic process;Dirichlet process;Chinese restaurant process
公開日期: 2011
摘要: 在貝氏無母數統計學的領域中狄里克雷過程(DP)扮演非常重要的角色。狄里克雷過程(DP)是一群分布函數的集合。我們將討論一些和狄里克雷過程(DP)有關的定理和性質及一些建立在決策論(decision theory)上對於由狄里克雷過程(DP)抽出樣本的估計量。中國餐廳程序(CRP)也是一個隨機過程。由中國餐廳程序抽出的樣本是正整數的一個分割。我們使用不同的觀點去描述中國餐廳程序(CRP)。此外我們將討論狄里克雷過程(DP)和中國餐廳程序(CRP)之間的關係。
Dirichlet process (DP) plays an important role in Bayesian nonparametric statistics. Dirichlet process (DP) is a class of distributions. We discuss some theorems and related properties of DP. And we discuss estimations of a sample from DP base on decision theory. Chinese restaurant process (CRP) is also a stochastic process. The sample of CRP is a partition of positive integers. We use different viewpoints to describe Chinese restaurant process (CRP). Besides, we discuss the relationship of Dirichlet process (DP) and Chinese restaurant process (CRP).
URI: http://140.113.39.130/cdrfb3/record/nctu/#GT079926507
http://hdl.handle.net/11536/49918
Appears in Collections:Thesis