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Categorical distribution

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4712: 2976:, i.e. the actual categorical distribution that generated the data. For example, if 3 categories in the ratio 40:5:55 are in the observed data, then ignoring the effect of the prior distribution, the true parameter – i.e. the true, underlying distribution that generated our observed data – would be expected to have the average value of (0.40,0.05,0.55), which is indeed what the posterior reveals. However, the true distribution might actually be (0.35,0.07,0.58) or (0.42,0.04,0.54) or various other nearby possibilities. The amount of uncertainty involved here is specified by the 2495: 2795: 3894: 4352: 4310: 2238: 2506: 7262: 3607: 4707:{\displaystyle {\begin{aligned}p({\tilde {x}}=i\mid \mathbb {X} ,{\boldsymbol {\alpha }})&=\int _{\mathbf {p} }p({\tilde {x}}=i\mid \mathbf {p} )\,p(\mathbf {p} \mid \mathbb {X} ,{\boldsymbol {\alpha }})\,{\textrm {d}}\mathbf {p} \\&=\,\operatorname {E} _{\mathbf {p} \mid \mathbb {X} ,{\boldsymbol {\alpha }}}\left\\&=\,\operatorname {E} _{\mathbf {p} \mid \mathbb {X} ,{\boldsymbol {\alpha }}}\left\\&=\,\operatorname {E} .\end{aligned}}} 3996: 2490:{\displaystyle {\begin{array}{lclcl}{\boldsymbol {\alpha }}&=&(\alpha _{1},\ldots ,\alpha _{K})&=&{\text{concentration hyperparameter}}\\\mathbf {p} \mid {\boldsymbol {\alpha }}&=&(p_{1},\ldots ,p_{K})&\sim &\operatorname {Dir} (K,{\boldsymbol {\alpha }})\\\mathbb {X} \mid \mathbf {p} &=&(x_{1},\ldots ,x_{N})&\sim &\operatorname {Cat} (K,\mathbf {p} )\end{array}}} 7272: 1439: 2790:{\displaystyle {\begin{array}{lclcl}\mathbf {c} &=&(c_{1},\ldots ,c_{K})&=&{\text{number of occurrences of category }}i,{\text{ so that }}c_{i}=\sum _{j=1}^{N}\\\mathbf {p} \mid \mathbb {X} ,{\boldsymbol {\alpha }}&\sim &\operatorname {Dir} (K,\mathbf {c} +{\boldsymbol {\alpha }})&=&\operatorname {Dir} (K,c_{1}+\alpha _{1},\ldots ,c_{K}+\alpha _{K})\end{array}}} 3889:{\displaystyle {\begin{aligned}p(\mathbb {X} \mid {\boldsymbol {\alpha }})&=\int _{\mathbf {p} }p(\mathbb {X} \mid \mathbf {p} )p(\mathbf {p} \mid {\boldsymbol {\alpha }}){\textrm {d}}\mathbf {p} \\&={\frac {\Gamma \left(\sum _{k}\alpha _{k}\right)}{\Gamma \left(N+\sum _{k}\alpha _{k}\right)}}\prod _{k=1}^{K}{\frac {\Gamma (c_{k}+\alpha _{k})}{\Gamma (\alpha _{k})}}\end{aligned}}} 4305:{\displaystyle {\begin{aligned}p({\tilde {x}}=i\mid \mathbb {X} ,{\boldsymbol {\alpha }})&=\int _{\mathbf {p} }p({\tilde {x}}=i\mid \mathbf {p} )\,p(\mathbf {p} \mid \mathbb {X} ,{\boldsymbol {\alpha }})\,{\textrm {d}}\mathbf {p} \\&=\,{\frac {c_{i}+\alpha _{i}}{N+\sum _{k}\alpha _{k}}}\\&=\,\mathbb {E} \\&\propto \,c_{i}+\alpha _{i}.\\\end{aligned}}} 5082: 3482: 751:, that is a constant equal to 1 in the categorical-style PMF. Confusing the two can easily lead to incorrect results in settings where this extra factor is not constant with respect to the distributions of interest. The factor is frequently constant in the complete conditionals used in Gibbs sampling and the optimal distributions in 5226:
function draw_categorical(n) // where n is the number of samples to draw from the categorical distribution r = 1 s = 0 for i from 1 to k // where k is the number of categories v = draw from a binomial(n, p / r) distribution // where p is the probability of category i for j from 1 to v
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The posterior predictive probability of seeing a particular category is the same as the relative proportion of previous observations in that category (including the pseudo-observations of the prior). This makes logical sense — intuitively, we would expect to see a particular category according to the
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of the parameter, after incorporating the knowledge gained from the observed data, is also a Dirichlet. Intuitively, in such a case, starting from what is known about the parameter prior to observing the data point, knowledge can then be updated based on the data point, yielding a new distribution of
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of the same variables with the same Dirichlet-multinomial distribution has two different forms depending on whether it is characterized as a distribution whose domain is over individual categorical nodes or over multinomial-style counts of nodes in each particular category (similar to the distinction
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among the various discrete distributions generated by the posterior distribution is simply equal to the proportion of occurrences of that category actually seen in the data, including the pseudocounts in the prior distribution. This makes a great deal of intuitive sense: if, for example, there are
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Observe data points one by one and each time consider their predictive probability before observing the data point and updating the posterior. For any given data point, the probability of that point assuming a given category depends on the number of data points already in that category. In this
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The crucial line above is the third. The second follows directly from the definition of expected value. The third line is particular to the categorical distribution, and follows from the fact that, in the categorical distribution specifically, the expected value of seeing a particular value
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are conflated, and it is common to speak of a "multinomial distribution" when a "categorical distribution" would be more precise. This imprecise usage stems from the fact that it is sometimes convenient to express the outcome of a categorical distribution as a
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If it is necessary to draw many values from the same categorical distribution, the following approach is more efficient. It draws n samples in O(n) time (assuming an O(1) approximation is used to draw values from the binomial distribution).
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possible categories, with the probability of each category separately specified. There is no innate underlying ordering of these outcomes, but numerical labels are often attached for convenience in describing the distribution, (e.g. 1 to
2955: 5584: 1343: 5077:{\displaystyle {\begin{aligned}p(x_{n}=i\mid \mathbb {X} ^{(-n)},{\boldsymbol {\alpha }})&=\,{\frac {c_{i}^{(-n)}+\alpha _{i}}{N-1+\sum _{i}\alpha _{i}}}&\propto \,c_{i}^{(-n)}+\alpha _{i}\end{aligned}}} 1126: 593: 3207:. Logically, a flat distribution of this sort represents total ignorance, corresponding to no observations of any sort. However, the mathematical updating of the posterior works fine if we ignore the 1813: 3477:{\displaystyle \operatorname {arg\,max} \limits _{\mathbf {p} }p(\mathbf {p} \mid \mathbb {X} )={\frac {\alpha _{i}+c_{i}-1}{\sum _{i}(\alpha _{i}+c_{i}-1)}},\qquad \forall i\;\alpha _{i}+c_{i}>1} 467: 4733:
scenario, if a category has a high frequency of occurrence, then new data points are more likely to join that category — further enriching the same category. This type of scenario is often termed a
936: 1761: 3193: 4729:. The fourth line is simply a rewriting of the third in a different notation, using the notation farther up for an expectation taken with respect to the posterior distribution of the parameters. 4882: 4357: 4001: 3612: 1025: 873: 3538: 4737:(or "rich get richer") model. This models many real-world processes, and in such cases the choices made by the first few data points have an outsize influence on the rest of the data points. 5367: 2965:
three possible categories, and category 1 is seen in the observed data 40% of the time, one would expect on average to see category 1 40% of the time in the posterior distribution as well.
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the same form as the old one. As such, knowledge of a parameter can be successively updated by incorporating new observations one at a time, without running into mathematical difficulties.
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As a result, this formula can be expressed as simply "the posterior predictive probability of seeing a category is proportional to the total observed count of that category", or as "the
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is a special case. The parameters specifying the probabilities of each possible outcome are constrained only by the fact that each must be in the range 0 to 1, and all must sum to 1.
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having the property that exactly one element has the value 1 and the others have the value 0. The particular element having the value 1 indicates which category has been chosen. The
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Occasionally, the categorical distribution is termed the "discrete distribution". However, this properly refers not to one particular family of distributions but to a
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of the multinomial distribution (the number of sampled items) is fixed at 1. In this formulation, the sample space can be considered to be the set of 1-of-
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of the posterior, which is controlled by the total number of observations – the more data observed, the less uncertainty about the true parameter.)
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z = i // where z is an array in which the results are stored n = n - v r = r - p shuffle (randomly re-order) the elements in z return z
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of a category is the same as the total observed count of the category", where "observed count" is taken to include the pseudo-observations of the prior.
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article, the formula for the posterior predictive probability has the form of an expected value taken with respect to the posterior distribution:
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independent observations is the set of counts (or, equivalently, proportion) of observations in each category, where the total number of trials (=
747:(PMFs), which both make reference to multinomial-style counts of nodes in a category. However, the multinomial-style PMF has an extra factor, a 5442:, which can then be sampled using the techniques described above. There is however a more direct sampling method that uses samples from the 5145: 1040: 522: 6049: 7275: 6532: 4777:). One of the reasons for doing this is that in such a case, the distribution of one categorical node given the others is exactly the 707:" vector (a vector with one element containing a 1 and all other elements containing a 0) rather than as an integer in the range 1 to 7306: 6440: 4769:) of the network, which introduces dependencies among the various categorical nodes dependent on a given prior (specifically, their 7227: 2972:. The posterior distribution in general describes the parameter in question, and in this case the parameter itself is a discrete 7093: 6305: 6064: 5913: 4338:
The reason for the equivalence between posterior predictive probability and the expected value of the posterior distribution of
6988: 6752: 1774: 373: 6426: 5874: 881: 711:; in this form, a categorical distribution is equivalent to a multinomial distribution for a single observation (see below). 5207:
Locate the greatest number in the CDF whose value is less than or equal to the number just chosen. This can be done in time
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is taken to be a finite sequence of integers. The exact integers used as labels are unimportant; they might be {0, 1, ...,
7033: 6767: 6620: 6295: 6039: 2208:). This means that in a model consisting of a data point having a categorical distribution with unknown parameter vector 1198: 972: 819: 6497: 7265: 6937: 6913: 6492: 5906: 5720: 4774: 3987: 3916: 3598: 3490: 715: 7134: 7011: 6972: 6944: 6918: 6836: 6762: 6185: 5933: 5857: 5836: 5617: 5201: 4778: 4343: 3928: 3196: 621: 5320: 109: 7122: 7088: 6954: 6949: 6794: 6602: 6300: 6054: 5185: 1852: 1595: 1382: 718:, which arises commonly in natural language processing models (although not usually with this name) as a result of 1231:
by treating the categorical distribution as a special case of the multinomial distribution in which the parameter
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Another formulation that appears more complex but facilitates mathematical manipulations is as follows, using the
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vector as directly representing a set of pseudocounts. Furthermore, doing this avoids the issue of interpreting
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where each variable is conditioned on all the others. In networks that include categorical variables with
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The distribution is a special case of a "multivariate Bernoulli distribution" in which exactly one of the
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However, conflating the categorical and multinomial distributions can lead to problems. For example, in a
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random variable, i.e. for a discrete variable with more than two possible outcomes, such as the roll of a
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and models including mixture components), the Dirichlet distributions are often "collapsed out" (
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has a distribution which is a special case of the multinomial distribution with parameter
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Assume a distribution is expressed as "proportional to" some expression, with unknown
2950:{\displaystyle \operatorname {E} ={\frac {c_{i}+\alpha _{i}}{N+\sum _{k}\alpha _{k}}}} 2084: 1532:
The distribution is completely given by the probabilities associated with each number
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Agresti, A., An Introduction to Categorical Data Analysis, Wiley-Interscience, 2007,
5853: 5832: 5764: 5579:{\displaystyle c=\operatorname {arg\,max} \limits _{i}\left(\gamma _{i}+g_{i}\right)} 3912: 515: 1338:{\displaystyle f(\mathbf {x} \mid {\boldsymbol {p}})=\prod _{i=1}^{k}p_{i}^{x_{i}},} 6285: 5959: 5898: 5439: 5236: 5148:, but the most common way to sample from a categorical distribution uses a type of 3931:
of a new observation in the above model is the distribution that a new observation
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posterior observations. This reflects the fact that a Dirichlet distribution with
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Impose some sort of order on the categories (e.g. by an index that runs from 1 to
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Yet another formulation makes explicit the connection between the categorical and
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that describes the possible results of a random variable that can take on one of
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In many practical applications, the only way to guarantee the condition that
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be the realisation from a categorical distribution. Define the random vector
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However, Bishop does not explicitly use the term categorical distribution.
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There are various relationships among this formula and the previous ones:
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is evident with re-examination of the above formula. As explained in the
2821: 730:, it is very important to distinguish categorical from multinomial. The 2813: 1189:, 0 otherwise. There are various advantages of this formulation, e.g.: 802:} for convenience, although this disagrees with the convention for the 605: 5163:
Compute the unnormalized value of the distribution for each category.
3915:, Dirichlet prior distributions are often marginalized out. See the 1121:{\displaystyle f(x\mid {\boldsymbol {p}})=\prod _{i=1}^{k}p_{i}^{},} 588:{\displaystyle i{\text{ such that }}p_{i}=\max(p_{1},\ldots ,p_{k})} 2977: 5159:. Before taking any samples, one prepares some values as follows: 3200: 1442:
The possible probabilities for the categorical distribution with
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will be a sample from the desired categorical distribution. (If
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independent draws from the standard Gumbel distribution, then
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individually identified items. It is the generalization of the
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independent and identically distributed such random variables
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This says that the expected probability of seeing a category
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Bayesian inference, entropy and the multinomial distribution
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of the posterior distribution. This is explained more below.
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it is typical to parametrize the categorical distribution,
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Sum them up and divide each value by this sum, in order to
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distribution of the categorical distribution (and also the
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constructed from a categorical distribution with parameter
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Formally, this can be expressed as follows. Given a model
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It connects the categorical distribution with the related
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The posterior predictive probability is the same as the
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The indicator function of an observation having a value
641:-way event; any other discrete distribution over a size- 462:{\displaystyle p(x)=\cdot p_{1}\,+\cdots +\,\cdot p_{k}} 5230: 5192:. The resulting value for the first category will be 0. 931:{\displaystyle {\boldsymbol {p}}=(p_{1},\ldots ,p_{k})} 667:. On the other hand, the categorical distribution is a 2835:
of the posterior distribution (see the article on the
1756:{\displaystyle p_{1}+p_{2}=1,0\leq p_{1},p_{2}\leq 1.} 1599: 1386: 976: 5626: 5595: 5505: 5452: 5398: 5378: 5323: 5291: 5245: 5093: 4880: 4839: 4812: 4790: 4740: 4355: 3999: 3966: 3937: 3610: 3546: 3493: 3293: 3243: 3213: 3188:{\displaystyle {\boldsymbol {\alpha }}=(1,1,\ldots )} 3155: 3109: 3069: 3049: 3016: 2989: 2848: 2509: 2241: 2160: 2123: 2087: 2020: 2000: 1974: 1950: 1924: 1855: 1823: 1777: 1685: 1647: 1598: 1542: 1474: 1448: 1385: 1354: 1263: 1169: 1137: 1043: 975: 944: 884: 822: 525: 479: 376: 285: 236: 182: 112: 66: 35: 5928: 5684:
is a sample from the standard Gumbel distribution.)
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Return the category corresponding to this CDF value.
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of a categorical distribution given a collection of
5196:Then, each time it is necessary to sample a value: 1020:{\displaystyle \textstyle {\sum _{i=1}^{k}p_{i}=1}} 868:{\displaystyle f(x=i\mid {\boldsymbol {p}})=p_{i},} 5676: 5608: 5578: 5484: 5430: 5384: 5361: 5306: 5277: 5120: 5076: 4863: 4825: 4798: 4722:is directly specified by the associated parameter 4706: 4304: 3974: 3952: 3888: 3565: 3532: 3476: 3256: 3225: 3187: 3141: 3095: 3055: 3035: 3002: 2949: 2789: 2489: 2176: 2142: 2105: 2031: 2006: 1982: 1956: 1936: 1894: 1831: 1807: 1755: 1665: 1631: 1576: 1519: 1460: 1418: 1367: 1337: 1181: 1155: 1120: 1019: 957: 930: 867: 587: 497: 461: 360: 270: 212: 160: 98: 47: 5889:"The Gumbel–Max Trick for Discrete Distributions" 5848:Johnson, N.L., Kotz, S., Balakrishnan, N. (1997) 5392:is any real constant. Given this representation, 3533:{\displaystyle \forall i\;\alpha _{i}+c_{i}>1} 2828:) in order to derive the posterior distribution. 7288: 2047:distribution of a categorical distribution is a 1219:of the categorical distribution, and allows the 547: 5808:function, similar to but less general than the 5362:{\displaystyle \gamma _{i}=\log p_{i}+\alpha } 3593:of the observations, with the prior parameter 161:{\displaystyle (p_{i}\geq 0,\,\Sigma p_{i}=1)} 5914: 5761:Machine learning: a probabilistic perspective 3899:This distribution plays an important role in 3195:has a completely flat shape — essentially, a 1895:{\displaystyle Y_{i}=I({\boldsymbol {X}}=i),} 1632:{\displaystyle \textstyle {\sum _{i}p_{i}=1}} 1419:{\displaystyle \textstyle {\sum _{i}p_{i}=1}} 1375:represents the probability of seeing element 965:represents the probability of seeing element 4320:frequency already observed of that category. 3282:mode of the posterior Dirichlet distribution 786:In one formulation of the distribution, the 758: 743:node). Both forms have very similar-looking 361:{\displaystyle p(x)=p_{1}^{}\cdots p_{k}^{}} 207: 189: 5921: 5907: 5804:Minka, T. (2003), op. cit. Minka uses the 3986:categorical observations. As shown in the 3500: 3444: 5523: 5294: 5032: 4949: 4912: 4842: 4792: 4682: 4658: 4613: 4598: 4526: 4511: 4488: 4473: 4457: 4388: 4271: 4246: 4225: 4223: 4155: 4132: 4117: 4101: 4032: 3968: 3663: 3622: 3342: 3305: 2872: 2653: 2399: 763:A categorical distribution is a discrete 430: 420: 135: 5829:Pattern Recognition and Machine Learning 5820: 5818: 5699: 5677:{\displaystyle g_{i}=-\log(-\log u_{i})} 4806:, if the node in question is denoted as 3063:. Then, the updated posterior parameter 3010:should actually be seen as representing 2188:Bayesian inference using conjugate prior 1437: 5787: 5785: 5783: 5781: 5779: 5777: 5285:via an unconstrained representation in 5128:is the number of nodes having category 4935: 4690: 4621: 4534: 4481: 4396: 4254: 4125: 4040: 3907:over such models using methods such as 3693: 3630: 3157: 2880: 2696: 2661: 2570:number of occurrences of category  2387: 2318: 2247: 2022: 1976: 1876: 1825: 1801: 1279: 1057: 886: 842: 806:, which uses {0, 1}. In this case, the 7289: 5795:. Technical report Microsoft Research. 3580: 2812:samples. Intuitively, we can view the 5902: 5815: 2804:to estimate the underlying parameter 1426:. This is the formulation adopted by 7271: 5774: 5231:Sampling via the Gumbel distribution 3990:article, it has a very simple form: 651:The categorical distribution is the 5850:Discrete Multivariate Distributions 5485:{\displaystyle g_{1},\ldots ,g_{k}} 5431:{\displaystyle p_{1},\ldots ,p_{k}} 5278:{\displaystyle p_{1},\ldots ,p_{k}} 4864:{\displaystyle \mathbb {X} ^{(-n)}} 4749:, one typically needs to draw from 3142:{\displaystyle c_{i}+\alpha _{i}-1} 1520:{\displaystyle p_{1}+p_{2}+p_{3}=1} 1223:of the parameters to be calculated. 1199:independent identically distributed 213:{\displaystyle x\in \{1,\dots ,k\}} 99:{\displaystyle p_{1},\ldots ,p_{k}} 13: 5721:Dirichlet-multinomial distribution 5530: 5527: 5524: 5520: 5517: 5514: 4775:Dirichlet-multinomial distribution 4741:Posterior conditional distribution 4659: 4600: 4513: 3988:Dirichlet-multinomial distribution 3860: 3826: 3760: 3725: 3599:Dirichlet-multinomial distribution 3494: 3438: 3312: 3309: 3306: 3302: 3299: 3296: 2983:(Technically, the prior parameter 2849: 2032:{\displaystyle {\boldsymbol {p}}.} 1778: 1769:0-1 variables takes the value one. 716:Dirichlet-multinomial distribution 614:generalized Bernoulli distribution 136: 14: 7318: 5886: 5314:, whose components are given by: 4779:posterior predictive distribution 4344:posterior predictive distribution 3929:posterior predictive distribution 3923:Posterior predictive distribution 3280:in the above model is simply the 3267: 3096:{\displaystyle c_{i}+\alpha _{i}} 2831:Further intuition comes from the 1983:{\displaystyle {\boldsymbol {p}}} 1832:{\displaystyle {\boldsymbol {X}}} 622:discrete probability distribution 16:Discrete probability distribution 7307:Exponential family distributions 7270: 7261: 7260: 5307:{\displaystyle \mathbb {R} ^{k}} 5186:cumulative distribution function 5132:among the nodes other than node 4605: 4576: 4518: 4497: 4465: 4450: 4416: 4141: 4109: 4094: 4060: 3708: 3685: 3671: 3650: 3566:{\displaystyle \alpha _{i}>1} 3334: 3318: 2688: 2645: 2515: 2476: 2407: 2310: 1789: 1271: 3437: 3043:prior observations of category 2970:distribution over distributions 794: − 1} or {1, 2, ..., 5880: 5863: 5842: 5798: 5753: 5733: 5671: 5649: 5616:is a sample from the standard 5113: 5104: 5052: 5043: 4972: 4963: 4939: 4926: 4917: 4888: 4856: 4847: 4694: 4665: 4580: 4560: 4551: 4485: 4461: 4454: 4434: 4425: 4400: 4372: 4363: 4258: 4229: 4129: 4105: 4098: 4078: 4069: 4044: 4016: 4007: 3944: 3876: 3863: 3855: 3829: 3697: 3681: 3675: 3659: 3634: 3618: 3589:of the observations (i.e. the 3428: 3396: 3346: 3330: 3182: 3164: 2884: 2855: 2780: 2716: 2700: 2678: 2637: 2618: 2558: 2526: 2480: 2466: 2450: 2418: 2391: 2377: 2361: 2329: 2290: 2258: 2100: 2088: 1886: 1872: 1660: 1648: 1571: 1559: 1283: 1267: 1193:It is easier to write out the 1150: 1138: 1110: 1098: 1061: 1047: 925: 893: 846: 826: 685:general class of distributions 678: 582: 550: 492: 480: 443: 431: 404: 392: 386: 380: 353: 341: 323: 311: 295: 289: 252: 240: 155: 113: 1: 5746: 5181:is the number of categories). 3274:maximum-a-posteriori estimate 3233:term and simply think of the 3036:{\displaystyle \alpha _{i}-1} 2800:This relationship is used in 2143:{\displaystyle \delta _{xi},} 1433: 5121:{\displaystyle c_{i}^{(-n)}} 4799:{\displaystyle \mathbb {X} } 4784:That is, for a set of nodes 3975:{\displaystyle \mathbb {X} } 3953:{\displaystyle {\tilde {x}}} 3917:article on this distribution 3901:hierarchical Bayesian models 2302:concentration hyperparameter 1843:as composed of the elements: 1577:{\displaystyle p_{i}=P(X=i)} 271:{\displaystyle p(x=i)=p_{i}} 7: 5687: 5438:can be recovered using the 5139: 3257:{\displaystyle \alpha _{i}} 3003:{\displaystyle \alpha _{i}} 728:hierarchical Bayesian model 696:natural language processing 10: 7323: 7094:Wrapped asymmetric Laplace 6065:Extended negative binomial 5150:inverse transform sampling 2500:then the following holds: 745:probability mass functions 7256: 7190: 7148: 7049: 6885: 6863: 6854: 6753:Generalized extreme value 6738: 6573: 6533:Relativistic Breit–Wigner 6249: 6146: 6137: 6030: 5950: 5941: 5930:Probability distributions 5763:, p. 35. MIT press. 4751:conditional distributions 3960:would take given the set 3226:{\displaystyle \cdots -1} 1992:multinomially distributed 1249:probability mass function 1229:multinomial distributions 808:probability mass function 759:Formulating distributions 700:multinomial distributions 519: 514: 228: 223: 176: 171: 29: 24: 5726: 5711:Multinomial distribution 5184:Convert the values to a 4781:of the remaining nodes. 3585:In the above model, the 2974:probability distribution 2206:multinomial distribution 1254:in this formulation is: 1206:multinomial distribution 765:probability distribution 720:collapsed Gibbs sampling 690:In some fields, such as 673:multinomial distribution 618:multinoulli distribution 610:categorical distribution 6748:Generalized chi-squared 6692:Normal-inverse Gaussian 5385:{\displaystyle \alpha } 5204:number between 0 and 1. 4735:preferential attachment 1239:encoded random vectors 749:multinomial coefficient 726:are collapsed out of a 724:Dirichlet distributions 7302:Discrete distributions 7060:Univariate (circular) 6621:Generalized hyperbolic 6050:Conway–Maxwell–Poisson 6040:Beta negative binomial 5759:Murphy, K. P. (2012). 5716:Bernoulli distribution 5706:Dirichlet distribution 5678: 5610: 5580: 5486: 5432: 5386: 5363: 5308: 5279: 5144:There are a number of 5122: 5078: 4865: 4827: 4800: 4708: 4306: 3976: 3954: 3890: 3822: 3567: 3534: 3478: 3258: 3227: 3203:of possible values of 3189: 3143: 3097: 3057: 3037: 3004: 2951: 2837:Dirichlet distribution 2791: 2617: 2491: 2226:posterior distribution 2222:Dirichlet distribution 2198:Dirichlet distribution 2178: 2177:{\displaystyle p_{i}.} 2144: 2107: 2049:Dirichlet distribution 2033: 2008: 1984: 1958: 1938: 1896: 1833: 1809: 1757: 1667: 1633: 1578: 1528: 1527:, embedded in 3-space. 1521: 1462: 1420: 1369: 1339: 1309: 1221:posterior distribution 1213:Dirichlet distribution 1201:categorical variables. 1183: 1157: 1122: 1087: 1021: 998: 959: 932: 869: 804:Bernoulli distribution 777:Bernoulli distribution 698:, the categorical and 657:Bernoulli distribution 589: 499: 463: 362: 272: 214: 162: 100: 55:number of categories ( 49: 48:{\displaystyle k>0} 7105:Bivariate (spherical) 6603:Kaniadakis κ-Gaussian 5700:Related distributions 5679: 5611: 5609:{\displaystyle u_{i}} 5581: 5487: 5433: 5387: 5364: 5309: 5280: 5202:uniformly distributed 5123: 5079: 4866: 4833:and the remainder as 4828: 4826:{\displaystyle x_{n}} 4801: 4709: 4307: 3977: 3955: 3903:, because when doing 3891: 3802: 3568: 3535: 3479: 3264:values less than 1.) 3259: 3228: 3190: 3144: 3098: 3058: 3038: 3005: 2952: 2792: 2597: 2492: 2179: 2152:Bernoulli distributed 2145: 2108: 2034: 2009: 1985: 1959: 1939: 1897: 1834: 1810: 1758: 1668: 1666:{\displaystyle (k-1)} 1634: 1579: 1522: 1463: 1441: 1421: 1370: 1368:{\displaystyle p_{i}} 1340: 1289: 1184: 1158: 1123: 1067: 1022: 978: 960: 958:{\displaystyle p_{i}} 933: 870: 737:Bernoulli-distributed 590: 531: such that  500: 464: 363: 273: 215: 163: 101: 50: 7170:Dirac delta function 7117:Bivariate (toroidal) 7074:Univariate von Mises 6945:Multivariate Laplace 6837:Shifted log-logistic 6186:Continuous Bernoulli 5694:Categorical variable 5624: 5618:uniform distribution 5593: 5503: 5450: 5396: 5376: 5321: 5289: 5243: 5157:normalizing constant 5091: 4878: 4837: 4810: 4788: 4353: 3997: 3964: 3935: 3608: 3544: 3491: 3291: 3241: 3211: 3197:uniform distribution 3153: 3107: 3067: 3047: 3014: 2987: 2846: 2507: 2239: 2158: 2121: 2085: 2077:, equivalent to the 2060:sufficient statistic 2055:for more discussion. 2018: 1998: 1972: 1948: 1922: 1853: 1821: 1775: 1683: 1673:-dimensional simplex 1645: 1596: 1540: 1472: 1446: 1383: 1352: 1261: 1167: 1135: 1041: 973: 942: 882: 820: 741:binomial-distributed 523: 477: 374: 283: 234: 180: 110: 106:event probabilities 64: 33: 7218:Natural exponential 7123:Bivariate von Mises 7089:Wrapped exponential 6955:Multivariate stable 6950:Multivariate normal 6271:Benktander 2nd kind 6266:Benktander 1st kind 6055:Discrete phase-type 5444:Gumbel distribution 5117: 5056: 4976: 3587:marginal likelihood 3581:Marginal likelihood 2802:Bayesian statistics 2581: so that  2194:Bayesian statistics 1937:{\displaystyle n=1} 1461:{\displaystyle k=3} 1331: 1195:likelihood function 1182:{\displaystyle x=i} 1114: 753:variational methods 739:nodes and a single 357: 327: 21: 6873:Rectified Gaussian 6758:Generalized Pareto 6616:Generalized normal 6488:Matrix-exponential 5674: 5606: 5576: 5482: 5428: 5382: 5359: 5304: 5275: 5118: 5094: 5074: 5072: 5033: 5013: 4953: 4861: 4823: 4796: 4771:joint distribution 4753:in multi-variable 4704: 4702: 4302: 4300: 4199: 3972: 3950: 3919:for more details. 3886: 3884: 3783: 3742: 3591:joint distribution 3563: 3530: 3474: 3395: 3254: 3223: 3185: 3139: 3093: 3053: 3033: 3000: 2947: 2933: 2787: 2785: 2487: 2485: 2218:prior distribution 2174: 2140: 2103: 2029: 2004: 1980: 1954: 1934: 1912:indicator function 1892: 1829: 1805: 1753: 1663: 1629: 1628: 1610: 1574: 1529: 1517: 1468:are the 2-simplex 1458: 1416: 1415: 1397: 1365: 1335: 1310: 1179: 1163:evaluates to 1 if 1153: 1118: 1088: 1017: 1016: 955: 928: 865: 732:joint distribution 602:probability theory 585: 495: 459: 358: 331: 301: 268: 210: 158: 96: 45: 19: 7284: 7283: 6881: 6880: 6850: 6849: 6741:whose type varies 6687:Normal (Gaussian) 6641:Hyperbolic secant 6590:Exponential power 6493:Maxwell–Boltzmann 6241:Wigner semicircle 6133: 6132: 6105:Parabolic fractal 6095:Negative binomial 5875:978-0-471-22618-5 5791:Minka, T. (2003) 5025: 5004: 4563: 4493: 4437: 4375: 4211: 4190: 4137: 4081: 4019: 3947: 3913:variational Bayes 3880: 3800: 3774: 3733: 3704: 3432: 3386: 3276:of the parameter 3056:{\displaystyle i} 2945: 2924: 2582: 2571: 2303: 2007:{\displaystyle n} 1957:{\displaystyle n} 1601: 1388: 1211:It shows why the 783:random variable. 735:between a set of 598: 597: 532: 7314: 7297:Categorical data 7274: 7273: 7264: 7263: 7203:Compound Poisson 7178: 7166: 7135:von Mises–Fisher 7131: 7119: 7107: 7069:Circular uniform 7065: 6985: 6929: 6900: 6861: 6860: 6763:Marchenko–Pastur 6626:Geometric stable 6543:Truncated normal 6436:Inverse Gaussian 6342:Hyperexponential 6181:Beta rectangular 6149:bounded interval 6144: 6143: 6012:Discrete uniform 5997:Poisson binomial 5948: 5947: 5923: 5916: 5909: 5900: 5899: 5893: 5892: 5884: 5878: 5867: 5861: 5846: 5840: 5822: 5813: 5802: 5796: 5789: 5772: 5757: 5740: 5737: 5683: 5681: 5680: 5675: 5670: 5669: 5636: 5635: 5615: 5613: 5612: 5607: 5605: 5604: 5585: 5583: 5582: 5577: 5575: 5571: 5570: 5569: 5557: 5556: 5539: 5538: 5533: 5491: 5489: 5488: 5483: 5481: 5480: 5462: 5461: 5440:softmax function 5437: 5435: 5434: 5429: 5427: 5426: 5408: 5407: 5391: 5389: 5388: 5383: 5368: 5366: 5365: 5360: 5352: 5351: 5333: 5332: 5313: 5311: 5310: 5305: 5303: 5302: 5297: 5284: 5282: 5281: 5276: 5274: 5273: 5255: 5254: 5237:machine learning 5127: 5125: 5124: 5119: 5116: 5102: 5083: 5081: 5080: 5075: 5073: 5069: 5068: 5055: 5041: 5026: 5024: 5023: 5022: 5012: 4990: 4989: 4988: 4975: 4961: 4951: 4938: 4930: 4929: 4915: 4900: 4899: 4870: 4868: 4867: 4862: 4860: 4859: 4845: 4832: 4830: 4829: 4824: 4822: 4821: 4805: 4803: 4802: 4797: 4795: 4767:marginalized out 4713: 4711: 4710: 4705: 4703: 4693: 4685: 4677: 4676: 4651: 4647: 4643: 4642: 4626: 4625: 4624: 4616: 4608: 4591: 4587: 4583: 4579: 4565: 4564: 4556: 4539: 4538: 4537: 4529: 4521: 4504: 4500: 4495: 4494: 4491: 4484: 4476: 4468: 4453: 4439: 4438: 4430: 4421: 4420: 4419: 4399: 4391: 4377: 4376: 4368: 4311: 4309: 4308: 4303: 4301: 4294: 4293: 4281: 4280: 4264: 4257: 4249: 4241: 4240: 4228: 4216: 4212: 4210: 4209: 4208: 4198: 4182: 4181: 4180: 4168: 4167: 4157: 4148: 4144: 4139: 4138: 4135: 4128: 4120: 4112: 4097: 4083: 4082: 4074: 4065: 4064: 4063: 4043: 4035: 4021: 4020: 4012: 3981: 3979: 3978: 3973: 3971: 3959: 3957: 3956: 3951: 3949: 3948: 3940: 3895: 3893: 3892: 3887: 3885: 3881: 3879: 3875: 3874: 3858: 3854: 3853: 3841: 3840: 3824: 3821: 3816: 3801: 3799: 3798: 3794: 3793: 3792: 3782: 3758: 3757: 3753: 3752: 3751: 3741: 3723: 3715: 3711: 3706: 3705: 3702: 3696: 3688: 3674: 3666: 3655: 3654: 3653: 3633: 3625: 3595:marginalized out 3572: 3570: 3569: 3564: 3556: 3555: 3539: 3537: 3536: 3531: 3523: 3522: 3510: 3509: 3483: 3481: 3480: 3475: 3467: 3466: 3454: 3453: 3433: 3431: 3421: 3420: 3408: 3407: 3394: 3384: 3377: 3376: 3364: 3363: 3353: 3345: 3337: 3323: 3322: 3321: 3315: 3263: 3261: 3260: 3255: 3253: 3252: 3232: 3230: 3229: 3224: 3194: 3192: 3191: 3186: 3160: 3148: 3146: 3145: 3140: 3132: 3131: 3119: 3118: 3102: 3100: 3099: 3094: 3092: 3091: 3079: 3078: 3062: 3060: 3059: 3054: 3042: 3040: 3039: 3034: 3026: 3025: 3009: 3007: 3006: 3001: 2999: 2998: 2956: 2954: 2953: 2948: 2946: 2944: 2943: 2942: 2932: 2916: 2915: 2914: 2902: 2901: 2891: 2883: 2875: 2867: 2866: 2796: 2794: 2793: 2788: 2786: 2779: 2778: 2766: 2765: 2747: 2746: 2734: 2733: 2699: 2691: 2664: 2656: 2648: 2630: 2629: 2616: 2611: 2593: 2592: 2583: 2580: 2572: 2569: 2557: 2556: 2538: 2537: 2518: 2496: 2494: 2493: 2488: 2486: 2479: 2449: 2448: 2430: 2429: 2410: 2402: 2390: 2360: 2359: 2341: 2340: 2321: 2313: 2304: 2301: 2289: 2288: 2270: 2269: 2250: 2220:defined using a 2183: 2181: 2180: 2175: 2170: 2169: 2149: 2147: 2146: 2141: 2136: 2135: 2112: 2110: 2109: 2106:{\displaystyle } 2104: 2038: 2036: 2035: 2030: 2025: 2013: 2011: 2010: 2005: 1994:with parameters 1989: 1987: 1986: 1981: 1979: 1963: 1961: 1960: 1955: 1943: 1941: 1940: 1935: 1901: 1899: 1898: 1893: 1879: 1865: 1864: 1838: 1836: 1835: 1830: 1828: 1814: 1812: 1811: 1806: 1804: 1796: 1792: 1762: 1760: 1759: 1754: 1746: 1745: 1733: 1732: 1708: 1707: 1695: 1694: 1672: 1670: 1669: 1664: 1638: 1636: 1635: 1630: 1627: 1620: 1619: 1609: 1583: 1581: 1580: 1575: 1552: 1551: 1526: 1524: 1523: 1518: 1510: 1509: 1497: 1496: 1484: 1483: 1467: 1465: 1464: 1459: 1425: 1423: 1422: 1417: 1414: 1407: 1406: 1396: 1374: 1372: 1371: 1366: 1364: 1363: 1344: 1342: 1341: 1336: 1330: 1329: 1328: 1318: 1308: 1303: 1282: 1274: 1188: 1186: 1185: 1180: 1162: 1160: 1159: 1156:{\displaystyle } 1154: 1127: 1125: 1124: 1119: 1113: 1096: 1086: 1081: 1060: 1026: 1024: 1023: 1018: 1015: 1008: 1007: 997: 992: 964: 962: 961: 956: 954: 953: 937: 935: 934: 929: 924: 923: 905: 904: 889: 874: 872: 871: 866: 861: 860: 845: 692:machine learning 594: 592: 591: 586: 581: 580: 562: 561: 543: 542: 533: 530: 504: 502: 501: 498:{\displaystyle } 496: 469: 468: 466: 465: 460: 458: 457: 419: 418: 367: 365: 364: 359: 356: 339: 326: 309: 277: 275: 274: 269: 267: 266: 219: 217: 216: 211: 167: 165: 164: 159: 148: 147: 125: 124: 105: 103: 102: 97: 95: 94: 76: 75: 54: 52: 51: 46: 22: 18: 7322: 7321: 7317: 7316: 7315: 7313: 7312: 7311: 7287: 7286: 7285: 7280: 7252: 7228:Maximum entropy 7186: 7174: 7162: 7152: 7144: 7127: 7115: 7103: 7058: 7045: 6982:Matrix-valued: 6979: 6925: 6896: 6888: 6877: 6865: 6856: 6846: 6740: 6734: 6651: 6577: 6575: 6569: 6498:Maxwell–Jüttner 6347:Hypoexponential 6253: 6251: 6250:supported on a 6245: 6206:Noncentral beta 6166:Balding–Nichols 6148: 6147:supported on a 6139: 6129: 6032: 6026: 6022:Zipf–Mandelbrot 5952: 5943: 5937: 5927: 5897: 5896: 5885: 5881: 5868: 5864: 5847: 5843: 5823: 5816: 5810:Iverson bracket 5806:Kronecker delta 5803: 5799: 5790: 5775: 5758: 5754: 5749: 5744: 5743: 5738: 5734: 5729: 5702: 5690: 5665: 5661: 5631: 5627: 5625: 5622: 5621: 5600: 5596: 5594: 5591: 5590: 5565: 5561: 5552: 5548: 5547: 5543: 5534: 5513: 5512: 5504: 5501: 5500: 5476: 5472: 5457: 5453: 5451: 5448: 5447: 5422: 5418: 5403: 5399: 5397: 5394: 5393: 5377: 5374: 5373: 5347: 5343: 5328: 5324: 5322: 5319: 5318: 5298: 5293: 5292: 5290: 5287: 5286: 5269: 5265: 5250: 5246: 5244: 5241: 5240: 5233: 5228: 5142: 5103: 5098: 5092: 5089: 5088: 5071: 5070: 5064: 5060: 5042: 5037: 5027: 5018: 5014: 5008: 4991: 4984: 4980: 4962: 4957: 4952: 4950: 4942: 4934: 4916: 4911: 4910: 4895: 4891: 4881: 4879: 4876: 4875: 4846: 4841: 4840: 4838: 4835: 4834: 4817: 4813: 4811: 4808: 4807: 4791: 4789: 4786: 4785: 4743: 4727: 4701: 4700: 4689: 4681: 4672: 4668: 4649: 4648: 4638: 4634: 4630: 4620: 4612: 4604: 4603: 4599: 4589: 4588: 4575: 4555: 4554: 4547: 4543: 4533: 4525: 4517: 4516: 4512: 4502: 4501: 4496: 4490: 4489: 4480: 4472: 4464: 4449: 4429: 4428: 4415: 4414: 4410: 4403: 4395: 4387: 4367: 4366: 4356: 4354: 4351: 4350: 4299: 4298: 4289: 4285: 4276: 4272: 4262: 4261: 4253: 4245: 4236: 4232: 4224: 4214: 4213: 4204: 4200: 4194: 4183: 4176: 4172: 4163: 4159: 4158: 4156: 4146: 4145: 4140: 4134: 4133: 4124: 4116: 4108: 4093: 4073: 4072: 4059: 4058: 4054: 4047: 4039: 4031: 4011: 4010: 4000: 3998: 3995: 3994: 3967: 3965: 3962: 3961: 3939: 3938: 3936: 3933: 3932: 3925: 3883: 3882: 3870: 3866: 3859: 3849: 3845: 3836: 3832: 3825: 3823: 3817: 3806: 3788: 3784: 3778: 3767: 3763: 3759: 3747: 3743: 3737: 3732: 3728: 3724: 3722: 3713: 3712: 3707: 3701: 3700: 3692: 3684: 3670: 3662: 3649: 3648: 3644: 3637: 3629: 3621: 3611: 3609: 3606: 3605: 3583: 3551: 3547: 3545: 3542: 3541: 3518: 3514: 3505: 3501: 3492: 3489: 3488: 3462: 3458: 3449: 3445: 3416: 3412: 3403: 3399: 3390: 3385: 3372: 3368: 3359: 3355: 3354: 3352: 3341: 3333: 3317: 3316: 3295: 3294: 3292: 3289: 3288: 3270: 3248: 3244: 3242: 3239: 3238: 3212: 3209: 3208: 3156: 3154: 3151: 3150: 3127: 3123: 3114: 3110: 3108: 3105: 3104: 3087: 3083: 3074: 3070: 3068: 3065: 3064: 3048: 3045: 3044: 3021: 3017: 3015: 3012: 3011: 2994: 2990: 2988: 2985: 2984: 2938: 2934: 2928: 2917: 2910: 2906: 2897: 2893: 2892: 2890: 2879: 2871: 2862: 2858: 2847: 2844: 2843: 2784: 2783: 2774: 2770: 2761: 2757: 2742: 2738: 2729: 2725: 2708: 2703: 2695: 2687: 2670: 2665: 2660: 2652: 2644: 2641: 2640: 2625: 2621: 2612: 2601: 2588: 2584: 2579: 2568: 2566: 2561: 2552: 2548: 2533: 2529: 2524: 2519: 2514: 2510: 2508: 2505: 2504: 2484: 2483: 2475: 2458: 2453: 2444: 2440: 2425: 2421: 2416: 2411: 2406: 2398: 2395: 2394: 2386: 2369: 2364: 2355: 2351: 2336: 2332: 2327: 2322: 2317: 2309: 2306: 2305: 2300: 2298: 2293: 2284: 2280: 2265: 2261: 2256: 2251: 2246: 2242: 2240: 2237: 2236: 2214:random variable 2202:conjugate prior 2190: 2165: 2161: 2159: 2156: 2155: 2154:with parameter 2128: 2124: 2122: 2119: 2118: 2115:Kronecker delta 2086: 2083: 2082: 2079:Iverson bracket 2045:conjugate prior 2021: 2019: 2016: 2015: 1999: 1996: 1995: 1975: 1973: 1970: 1969: 1949: 1946: 1945: 1923: 1920: 1919: 1875: 1860: 1856: 1854: 1851: 1850: 1824: 1822: 1819: 1818: 1800: 1788: 1784: 1776: 1773: 1772: 1741: 1737: 1728: 1724: 1703: 1699: 1690: 1686: 1684: 1681: 1680: 1646: 1643: 1642: 1615: 1611: 1605: 1600: 1597: 1594: 1593: 1547: 1543: 1541: 1538: 1537: 1505: 1501: 1492: 1488: 1479: 1475: 1473: 1470: 1469: 1447: 1444: 1443: 1436: 1402: 1398: 1392: 1387: 1384: 1381: 1380: 1359: 1355: 1353: 1350: 1349: 1324: 1320: 1319: 1314: 1304: 1293: 1278: 1270: 1262: 1259: 1258: 1217:conjugate prior 1168: 1165: 1164: 1136: 1133: 1132: 1097: 1092: 1082: 1071: 1056: 1042: 1039: 1038: 1032:Iverson bracket 1003: 999: 993: 982: 977: 974: 971: 970: 949: 945: 943: 940: 939: 919: 915: 900: 896: 885: 883: 880: 879: 856: 852: 841: 821: 818: 817: 761: 681: 612:(also called a 576: 572: 557: 553: 538: 534: 529: 524: 521: 520: 507:Iverson bracket 478: 475: 474: 453: 449: 414: 410: 375: 372: 371: 369: 368: 340: 335: 310: 305: 284: 281: 280: 278: 262: 258: 235: 232: 231: 181: 178: 177: 143: 139: 120: 116: 111: 108: 107: 90: 86: 71: 67: 65: 62: 61: 60: 34: 31: 30: 17: 12: 11: 5: 7320: 7310: 7309: 7304: 7299: 7282: 7281: 7279: 7278: 7268: 7257: 7254: 7253: 7251: 7250: 7245: 7240: 7235: 7230: 7225: 7223:Location–scale 7220: 7215: 7210: 7205: 7200: 7194: 7192: 7188: 7187: 7185: 7184: 7179: 7172: 7167: 7159: 7157: 7146: 7145: 7143: 7142: 7137: 7132: 7125: 7120: 7113: 7108: 7101: 7096: 7091: 7086: 7084:Wrapped Cauchy 7081: 7079:Wrapped normal 7076: 7071: 7066: 7055: 7053: 7047: 7046: 7044: 7043: 7042: 7041: 7036: 7034:Normal-inverse 7031: 7026: 7016: 7015: 7014: 7004: 6996: 6991: 6986: 6977: 6976: 6975: 6965: 6957: 6952: 6947: 6942: 6941: 6940: 6930: 6923: 6922: 6921: 6916: 6906: 6901: 6893: 6891: 6883: 6882: 6879: 6878: 6876: 6875: 6869: 6867: 6858: 6852: 6851: 6848: 6847: 6845: 6844: 6839: 6834: 6826: 6818: 6810: 6801: 6792: 6783: 6774: 6765: 6760: 6755: 6750: 6744: 6742: 6736: 6735: 6733: 6732: 6727: 6725:Variance-gamma 6722: 6717: 6709: 6704: 6699: 6694: 6689: 6684: 6676: 6671: 6670: 6669: 6659: 6654: 6649: 6643: 6638: 6633: 6628: 6623: 6618: 6613: 6605: 6600: 6592: 6587: 6581: 6579: 6571: 6570: 6568: 6567: 6565:Wilks's lambda 6562: 6561: 6560: 6550: 6545: 6540: 6535: 6530: 6525: 6520: 6515: 6510: 6505: 6503:Mittag-Leffler 6500: 6495: 6490: 6485: 6480: 6475: 6470: 6465: 6460: 6455: 6450: 6445: 6444: 6443: 6433: 6424: 6419: 6414: 6413: 6412: 6402: 6400:gamma/Gompertz 6397: 6396: 6395: 6390: 6380: 6375: 6370: 6369: 6368: 6356: 6355: 6354: 6349: 6344: 6334: 6333: 6332: 6322: 6317: 6312: 6311: 6310: 6309: 6308: 6298: 6288: 6283: 6278: 6273: 6268: 6263: 6257: 6255: 6252:semi-infinite 6247: 6246: 6244: 6243: 6238: 6233: 6228: 6223: 6218: 6213: 6208: 6203: 6198: 6193: 6188: 6183: 6178: 6173: 6168: 6163: 6158: 6152: 6150: 6141: 6135: 6134: 6131: 6130: 6128: 6127: 6122: 6117: 6112: 6107: 6102: 6097: 6092: 6087: 6082: 6077: 6072: 6067: 6062: 6057: 6052: 6047: 6042: 6036: 6034: 6031:with infinite 6028: 6027: 6025: 6024: 6019: 6014: 6009: 6004: 5999: 5994: 5993: 5992: 5985:Hypergeometric 5982: 5977: 5972: 5967: 5962: 5956: 5954: 5945: 5939: 5938: 5926: 5925: 5918: 5911: 5903: 5895: 5894: 5879: 5862: 5841: 5814: 5797: 5773: 5751: 5750: 5748: 5745: 5742: 5741: 5731: 5730: 5728: 5725: 5724: 5723: 5718: 5713: 5708: 5701: 5698: 5697: 5696: 5689: 5686: 5673: 5668: 5664: 5660: 5657: 5654: 5651: 5648: 5645: 5642: 5639: 5634: 5630: 5603: 5599: 5587: 5586: 5574: 5568: 5564: 5560: 5555: 5551: 5546: 5542: 5537: 5532: 5529: 5526: 5522: 5519: 5516: 5511: 5508: 5479: 5475: 5471: 5468: 5465: 5460: 5456: 5425: 5421: 5417: 5414: 5411: 5406: 5402: 5381: 5370: 5369: 5358: 5355: 5350: 5346: 5342: 5339: 5336: 5331: 5327: 5301: 5296: 5272: 5268: 5264: 5261: 5258: 5253: 5249: 5232: 5229: 5225: 5220: 5219: 5216: 5205: 5194: 5193: 5182: 5171: 5164: 5141: 5138: 5115: 5112: 5109: 5106: 5101: 5097: 5085: 5084: 5067: 5063: 5059: 5054: 5051: 5048: 5045: 5040: 5036: 5031: 5028: 5021: 5017: 5011: 5007: 5003: 5000: 4997: 4994: 4987: 4983: 4979: 4974: 4971: 4968: 4965: 4960: 4956: 4948: 4945: 4943: 4941: 4937: 4933: 4928: 4925: 4922: 4919: 4914: 4909: 4906: 4903: 4898: 4894: 4890: 4887: 4884: 4883: 4858: 4855: 4852: 4849: 4844: 4820: 4816: 4794: 4763:mixture models 4755:Bayes networks 4747:Gibbs sampling 4742: 4739: 4725: 4715: 4714: 4699: 4696: 4692: 4688: 4684: 4680: 4675: 4671: 4667: 4664: 4661: 4657: 4654: 4652: 4650: 4646: 4641: 4637: 4633: 4629: 4623: 4619: 4615: 4611: 4607: 4602: 4597: 4594: 4592: 4590: 4586: 4582: 4578: 4574: 4571: 4568: 4562: 4559: 4553: 4550: 4546: 4542: 4536: 4532: 4528: 4524: 4520: 4515: 4510: 4507: 4505: 4503: 4499: 4487: 4483: 4479: 4475: 4471: 4467: 4463: 4460: 4456: 4452: 4448: 4445: 4442: 4436: 4433: 4427: 4424: 4418: 4413: 4409: 4406: 4404: 4402: 4398: 4394: 4390: 4386: 4383: 4380: 4374: 4371: 4365: 4362: 4359: 4358: 4336: 4335: 4332:expected count 4328: 4325:expected value 4321: 4313: 4312: 4297: 4292: 4288: 4284: 4279: 4275: 4270: 4267: 4265: 4263: 4260: 4256: 4252: 4248: 4244: 4239: 4235: 4231: 4227: 4222: 4219: 4217: 4215: 4207: 4203: 4197: 4193: 4189: 4186: 4179: 4175: 4171: 4166: 4162: 4154: 4151: 4149: 4147: 4143: 4131: 4127: 4123: 4119: 4115: 4111: 4107: 4104: 4100: 4096: 4092: 4089: 4086: 4080: 4077: 4071: 4068: 4062: 4057: 4053: 4050: 4048: 4046: 4042: 4038: 4034: 4030: 4027: 4024: 4018: 4015: 4009: 4006: 4003: 4002: 3970: 3946: 3943: 3924: 3921: 3909:Gibbs sampling 3897: 3896: 3878: 3873: 3869: 3865: 3862: 3857: 3852: 3848: 3844: 3839: 3835: 3831: 3828: 3820: 3815: 3812: 3809: 3805: 3797: 3791: 3787: 3781: 3777: 3773: 3770: 3766: 3762: 3756: 3750: 3746: 3740: 3736: 3731: 3727: 3721: 3718: 3716: 3714: 3710: 3699: 3695: 3691: 3687: 3683: 3680: 3677: 3673: 3669: 3665: 3661: 3658: 3652: 3647: 3643: 3640: 3638: 3636: 3632: 3628: 3624: 3620: 3617: 3614: 3613: 3582: 3579: 3562: 3559: 3554: 3550: 3529: 3526: 3521: 3517: 3513: 3508: 3504: 3499: 3496: 3485: 3484: 3473: 3470: 3465: 3461: 3457: 3452: 3448: 3443: 3440: 3436: 3430: 3427: 3424: 3419: 3415: 3411: 3406: 3402: 3398: 3393: 3389: 3383: 3380: 3375: 3371: 3367: 3362: 3358: 3351: 3348: 3344: 3340: 3336: 3332: 3329: 3326: 3320: 3314: 3311: 3308: 3304: 3301: 3298: 3269: 3268:MAP estimation 3266: 3251: 3247: 3222: 3219: 3216: 3184: 3181: 3178: 3175: 3172: 3169: 3166: 3163: 3159: 3138: 3135: 3130: 3126: 3122: 3117: 3113: 3090: 3086: 3082: 3077: 3073: 3052: 3032: 3029: 3024: 3020: 2997: 2993: 2958: 2957: 2941: 2937: 2931: 2927: 2923: 2920: 2913: 2909: 2905: 2900: 2896: 2889: 2886: 2882: 2878: 2874: 2870: 2865: 2861: 2857: 2854: 2851: 2833:expected value 2798: 2797: 2782: 2777: 2773: 2769: 2764: 2760: 2756: 2753: 2750: 2745: 2741: 2737: 2732: 2728: 2724: 2721: 2718: 2715: 2712: 2709: 2707: 2704: 2702: 2698: 2694: 2690: 2686: 2683: 2680: 2677: 2674: 2671: 2669: 2666: 2663: 2659: 2655: 2651: 2647: 2643: 2642: 2639: 2636: 2633: 2628: 2624: 2620: 2615: 2610: 2607: 2604: 2600: 2596: 2591: 2587: 2578: 2575: 2567: 2565: 2562: 2560: 2555: 2551: 2547: 2544: 2541: 2536: 2532: 2528: 2525: 2523: 2520: 2517: 2513: 2512: 2498: 2497: 2482: 2478: 2474: 2471: 2468: 2465: 2462: 2459: 2457: 2454: 2452: 2447: 2443: 2439: 2436: 2433: 2428: 2424: 2420: 2417: 2415: 2412: 2409: 2405: 2401: 2397: 2396: 2393: 2389: 2385: 2382: 2379: 2376: 2373: 2370: 2368: 2365: 2363: 2358: 2354: 2350: 2347: 2344: 2339: 2335: 2331: 2328: 2326: 2323: 2320: 2316: 2312: 2308: 2307: 2299: 2297: 2294: 2292: 2287: 2283: 2279: 2276: 2273: 2268: 2264: 2260: 2257: 2255: 2252: 2249: 2245: 2244: 2216:and give it a 2189: 2186: 2185: 2184: 2173: 2168: 2164: 2139: 2134: 2131: 2127: 2102: 2099: 2096: 2093: 2090: 2071: 2056: 2040: 2039: 2028: 2024: 2003: 1978: 1953: 1933: 1930: 1927: 1904: 1903: 1902: 1891: 1888: 1885: 1882: 1878: 1874: 1871: 1868: 1863: 1859: 1845: 1844: 1827: 1815: 1803: 1799: 1795: 1791: 1787: 1783: 1780: 1770: 1763: 1752: 1749: 1744: 1740: 1736: 1731: 1727: 1723: 1720: 1717: 1714: 1711: 1706: 1702: 1698: 1693: 1689: 1662: 1659: 1656: 1653: 1650: 1626: 1623: 1618: 1614: 1608: 1604: 1573: 1570: 1567: 1564: 1561: 1558: 1555: 1550: 1546: 1516: 1513: 1508: 1504: 1500: 1495: 1491: 1487: 1482: 1478: 1457: 1454: 1451: 1435: 1432: 1413: 1410: 1405: 1401: 1395: 1391: 1362: 1358: 1346: 1345: 1334: 1327: 1323: 1317: 1313: 1307: 1302: 1299: 1296: 1292: 1288: 1285: 1281: 1277: 1273: 1269: 1266: 1225: 1224: 1209: 1202: 1178: 1175: 1172: 1152: 1149: 1146: 1143: 1140: 1129: 1128: 1117: 1112: 1109: 1106: 1103: 1100: 1095: 1091: 1085: 1080: 1077: 1074: 1070: 1066: 1063: 1059: 1055: 1052: 1049: 1046: 1014: 1011: 1006: 1002: 996: 991: 988: 985: 981: 952: 948: 927: 922: 918: 914: 911: 908: 903: 899: 895: 892: 888: 876: 875: 864: 859: 855: 851: 848: 844: 840: 837: 834: 831: 828: 825: 771:is the set of 760: 757: 680: 677: 653:generalization 596: 595: 584: 579: 575: 571: 568: 565: 560: 556: 552: 549: 546: 541: 537: 528: 518: 512: 511: 510: 509: 494: 491: 488: 485: 482: 456: 452: 448: 445: 442: 439: 436: 433: 429: 426: 423: 417: 413: 409: 406: 403: 400: 397: 394: 391: 388: 385: 382: 379: 355: 352: 349: 346: 343: 338: 334: 330: 325: 322: 319: 316: 313: 308: 304: 300: 297: 294: 291: 288: 265: 261: 257: 254: 251: 248: 245: 242: 239: 227: 221: 220: 209: 206: 203: 200: 197: 194: 191: 188: 185: 175: 169: 168: 157: 154: 151: 146: 142: 138: 134: 131: 128: 123: 119: 115: 93: 89: 85: 82: 79: 74: 70: 44: 41: 38: 28: 15: 9: 6: 4: 3: 2: 7319: 7308: 7305: 7303: 7300: 7298: 7295: 7294: 7292: 7277: 7269: 7267: 7259: 7258: 7255: 7249: 7246: 7244: 7241: 7239: 7236: 7234: 7231: 7229: 7226: 7224: 7221: 7219: 7216: 7214: 7211: 7209: 7206: 7204: 7201: 7199: 7196: 7195: 7193: 7189: 7183: 7180: 7177: 7173: 7171: 7168: 7165: 7161: 7160: 7158: 7156: 7151: 7147: 7141: 7138: 7136: 7133: 7130: 7126: 7124: 7121: 7118: 7114: 7112: 7109: 7106: 7102: 7100: 7097: 7095: 7092: 7090: 7087: 7085: 7082: 7080: 7077: 7075: 7072: 7070: 7067: 7064: 7063: 7057: 7056: 7054: 7052: 7048: 7040: 7037: 7035: 7032: 7030: 7027: 7025: 7022: 7021: 7020: 7017: 7013: 7010: 7009: 7008: 7005: 7003: 7002: 6997: 6995: 6994:Matrix normal 6992: 6990: 6987: 6984: 6983: 6978: 6974: 6971: 6970: 6969: 6966: 6964: 6963: 6960:Multivariate 6958: 6956: 6953: 6951: 6948: 6946: 6943: 6939: 6936: 6935: 6934: 6931: 6928: 6924: 6920: 6917: 6915: 6912: 6911: 6910: 6907: 6905: 6902: 6899: 6895: 6894: 6892: 6890: 6887:Multivariate 6884: 6874: 6871: 6870: 6868: 6862: 6859: 6853: 6843: 6840: 6838: 6835: 6833: 6831: 6827: 6825: 6823: 6819: 6817: 6815: 6811: 6809: 6807: 6802: 6800: 6798: 6793: 6791: 6789: 6784: 6782: 6780: 6775: 6773: 6771: 6766: 6764: 6761: 6759: 6756: 6754: 6751: 6749: 6746: 6745: 6743: 6739:with support 6737: 6731: 6728: 6726: 6723: 6721: 6718: 6716: 6715: 6710: 6708: 6705: 6703: 6700: 6698: 6695: 6693: 6690: 6688: 6685: 6683: 6682: 6677: 6675: 6672: 6668: 6665: 6664: 6663: 6660: 6658: 6655: 6653: 6652: 6644: 6642: 6639: 6637: 6634: 6632: 6629: 6627: 6624: 6622: 6619: 6617: 6614: 6612: 6611: 6606: 6604: 6601: 6599: 6598: 6593: 6591: 6588: 6586: 6583: 6582: 6580: 6576:on the whole 6572: 6566: 6563: 6559: 6556: 6555: 6554: 6551: 6549: 6548:type-2 Gumbel 6546: 6544: 6541: 6539: 6536: 6534: 6531: 6529: 6526: 6524: 6521: 6519: 6516: 6514: 6511: 6509: 6506: 6504: 6501: 6499: 6496: 6494: 6491: 6489: 6486: 6484: 6481: 6479: 6476: 6474: 6471: 6469: 6466: 6464: 6461: 6459: 6456: 6454: 6451: 6449: 6446: 6442: 6439: 6438: 6437: 6434: 6432: 6430: 6425: 6423: 6420: 6418: 6417:Half-logistic 6415: 6411: 6408: 6407: 6406: 6403: 6401: 6398: 6394: 6391: 6389: 6386: 6385: 6384: 6381: 6379: 6376: 6374: 6373:Folded normal 6371: 6367: 6364: 6363: 6362: 6361: 6357: 6353: 6350: 6348: 6345: 6343: 6340: 6339: 6338: 6335: 6331: 6328: 6327: 6326: 6323: 6321: 6318: 6316: 6313: 6307: 6304: 6303: 6302: 6299: 6297: 6294: 6293: 6292: 6289: 6287: 6284: 6282: 6279: 6277: 6274: 6272: 6269: 6267: 6264: 6262: 6259: 6258: 6256: 6248: 6242: 6239: 6237: 6234: 6232: 6229: 6227: 6224: 6222: 6219: 6217: 6216:Raised cosine 6214: 6212: 6209: 6207: 6204: 6202: 6199: 6197: 6194: 6192: 6189: 6187: 6184: 6182: 6179: 6177: 6174: 6172: 6169: 6167: 6164: 6162: 6159: 6157: 6154: 6153: 6151: 6145: 6142: 6136: 6126: 6123: 6121: 6118: 6116: 6113: 6111: 6108: 6106: 6103: 6101: 6098: 6096: 6093: 6091: 6090:Mixed Poisson 6088: 6086: 6083: 6081: 6078: 6076: 6073: 6071: 6068: 6066: 6063: 6061: 6058: 6056: 6053: 6051: 6048: 6046: 6043: 6041: 6038: 6037: 6035: 6029: 6023: 6020: 6018: 6015: 6013: 6010: 6008: 6005: 6003: 6000: 5998: 5995: 5991: 5988: 5987: 5986: 5983: 5981: 5978: 5976: 5973: 5971: 5970:Beta-binomial 5968: 5966: 5963: 5961: 5958: 5957: 5955: 5949: 5946: 5940: 5935: 5931: 5924: 5919: 5917: 5912: 5910: 5905: 5904: 5901: 5890: 5887:Adams, Ryan. 5883: 5876: 5872: 5866: 5860:(p. 105) 5859: 5858:0-471-12844-9 5855: 5851: 5845: 5838: 5837:0-387-31073-8 5834: 5830: 5826: 5821: 5819: 5811: 5807: 5801: 5794: 5788: 5786: 5784: 5782: 5780: 5778: 5770: 5766: 5762: 5756: 5752: 5736: 5732: 5722: 5719: 5717: 5714: 5712: 5709: 5707: 5704: 5703: 5695: 5692: 5691: 5685: 5666: 5662: 5658: 5655: 5652: 5646: 5643: 5640: 5637: 5632: 5628: 5619: 5601: 5597: 5572: 5566: 5562: 5558: 5553: 5549: 5544: 5540: 5535: 5509: 5506: 5499: 5498: 5497: 5495: 5477: 5473: 5469: 5466: 5463: 5458: 5454: 5445: 5441: 5423: 5419: 5415: 5412: 5409: 5404: 5400: 5379: 5356: 5353: 5348: 5344: 5340: 5337: 5334: 5329: 5325: 5317: 5316: 5315: 5299: 5270: 5266: 5262: 5259: 5256: 5251: 5247: 5238: 5224: 5217: 5214: 5213:binary search 5210: 5206: 5203: 5199: 5198: 5197: 5191: 5187: 5183: 5180: 5176: 5172: 5169: 5165: 5162: 5161: 5160: 5158: 5153: 5151: 5147: 5137: 5135: 5131: 5110: 5107: 5099: 5095: 5065: 5061: 5057: 5049: 5046: 5038: 5034: 5029: 5019: 5015: 5009: 5005: 5001: 4998: 4995: 4992: 4985: 4981: 4977: 4969: 4966: 4958: 4954: 4946: 4944: 4931: 4923: 4920: 4907: 4904: 4901: 4896: 4892: 4885: 4874: 4873: 4872: 4853: 4850: 4818: 4814: 4782: 4780: 4776: 4772: 4768: 4764: 4761:priors (e.g. 4760: 4756: 4752: 4748: 4738: 4736: 4730: 4728: 4721: 4697: 4686: 4678: 4673: 4669: 4662: 4655: 4653: 4644: 4639: 4635: 4631: 4627: 4617: 4609: 4595: 4593: 4584: 4572: 4569: 4566: 4557: 4548: 4544: 4540: 4530: 4522: 4508: 4506: 4477: 4469: 4458: 4446: 4443: 4440: 4431: 4422: 4411: 4407: 4405: 4392: 4384: 4381: 4378: 4369: 4360: 4349: 4348: 4347: 4345: 4341: 4333: 4329: 4326: 4322: 4318: 4317: 4316: 4295: 4290: 4286: 4282: 4277: 4273: 4268: 4266: 4250: 4242: 4237: 4233: 4220: 4218: 4205: 4201: 4195: 4191: 4187: 4184: 4177: 4173: 4169: 4164: 4160: 4152: 4150: 4121: 4113: 4102: 4090: 4087: 4084: 4075: 4066: 4055: 4051: 4049: 4036: 4028: 4025: 4022: 4013: 4004: 3993: 3992: 3991: 3989: 3985: 3941: 3930: 3920: 3918: 3914: 3910: 3906: 3902: 3871: 3867: 3850: 3846: 3842: 3837: 3833: 3818: 3813: 3810: 3807: 3803: 3795: 3789: 3785: 3779: 3775: 3771: 3768: 3764: 3754: 3748: 3744: 3738: 3734: 3729: 3719: 3717: 3689: 3678: 3667: 3656: 3645: 3641: 3639: 3626: 3615: 3604: 3603: 3602: 3600: 3596: 3592: 3588: 3578: 3576: 3560: 3557: 3552: 3548: 3527: 3524: 3519: 3515: 3511: 3506: 3502: 3497: 3471: 3468: 3463: 3459: 3455: 3450: 3446: 3441: 3434: 3425: 3422: 3417: 3413: 3409: 3404: 3400: 3391: 3387: 3381: 3378: 3373: 3369: 3365: 3360: 3356: 3349: 3338: 3327: 3324: 3287: 3286: 3285: 3283: 3279: 3275: 3265: 3249: 3245: 3236: 3220: 3217: 3214: 3206: 3202: 3198: 3179: 3176: 3173: 3170: 3167: 3161: 3136: 3133: 3128: 3124: 3120: 3115: 3111: 3088: 3084: 3080: 3075: 3071: 3050: 3030: 3027: 3022: 3018: 2995: 2991: 2981: 2979: 2975: 2971: 2966: 2963: 2939: 2935: 2929: 2925: 2921: 2918: 2911: 2907: 2903: 2898: 2894: 2887: 2876: 2868: 2863: 2859: 2852: 2842: 2841: 2840: 2838: 2834: 2829: 2827: 2823: 2819: 2815: 2811: 2807: 2803: 2775: 2771: 2767: 2762: 2758: 2754: 2751: 2748: 2743: 2739: 2735: 2730: 2726: 2722: 2719: 2713: 2710: 2705: 2692: 2684: 2681: 2675: 2672: 2667: 2657: 2649: 2634: 2631: 2626: 2622: 2613: 2608: 2605: 2602: 2598: 2594: 2589: 2585: 2576: 2573: 2563: 2553: 2549: 2545: 2542: 2539: 2534: 2530: 2521: 2503: 2502: 2501: 2472: 2469: 2463: 2460: 2455: 2445: 2441: 2437: 2434: 2431: 2426: 2422: 2413: 2403: 2383: 2380: 2374: 2371: 2366: 2356: 2352: 2348: 2345: 2342: 2337: 2333: 2324: 2314: 2295: 2285: 2281: 2277: 2274: 2271: 2266: 2262: 2253: 2235: 2234: 2233: 2230: 2227: 2223: 2219: 2215: 2211: 2207: 2203: 2199: 2195: 2171: 2166: 2162: 2153: 2137: 2132: 2129: 2125: 2116: 2097: 2094: 2091: 2080: 2076: 2072: 2069: 2065: 2061: 2057: 2054: 2053:section below 2050: 2046: 2042: 2041: 2026: 2001: 1993: 1967: 1951: 1944:. The sum of 1931: 1928: 1925: 1917: 1913: 1909: 1905: 1889: 1883: 1880: 1869: 1866: 1861: 1857: 1849: 1848: 1847: 1846: 1842: 1816: 1797: 1793: 1785: 1781: 1771: 1768: 1764: 1750: 1747: 1742: 1738: 1734: 1729: 1725: 1721: 1718: 1715: 1712: 1709: 1704: 1700: 1696: 1691: 1687: 1678: 1674: 1657: 1654: 1651: 1624: 1621: 1616: 1612: 1606: 1602: 1591: 1587: 1568: 1565: 1562: 1556: 1553: 1548: 1544: 1535: 1531: 1530: 1514: 1511: 1506: 1502: 1498: 1493: 1489: 1485: 1480: 1476: 1455: 1452: 1449: 1440: 1431: 1429: 1411: 1408: 1403: 1399: 1393: 1389: 1378: 1360: 1356: 1332: 1325: 1321: 1315: 1311: 1305: 1300: 1297: 1294: 1290: 1286: 1275: 1264: 1257: 1256: 1255: 1253: 1250: 1246: 1243:of dimension 1242: 1238: 1234: 1230: 1222: 1218: 1214: 1210: 1207: 1203: 1200: 1196: 1192: 1191: 1190: 1176: 1173: 1170: 1147: 1144: 1141: 1115: 1107: 1104: 1101: 1093: 1089: 1083: 1078: 1075: 1072: 1068: 1064: 1053: 1050: 1044: 1037: 1036: 1035: 1033: 1028: 1012: 1009: 1004: 1000: 994: 989: 986: 983: 979: 968: 950: 946: 920: 916: 912: 909: 906: 901: 897: 890: 862: 857: 853: 849: 838: 835: 832: 829: 823: 816: 815: 814: 812: 809: 805: 801: 797: 793: 789: 784: 782: 778: 774: 770: 766: 756: 754: 750: 746: 742: 738: 733: 729: 725: 721: 717: 712: 710: 706: 701: 697: 693: 688: 686: 676: 674: 670: 666: 662: 658: 654: 649: 647: 644: 640: 636: 632: 627: 623: 619: 615: 611: 607: 603: 577: 573: 569: 566: 563: 558: 554: 544: 539: 535: 526: 517: 513: 508: 489: 486: 483: 472: 471: 470: 454: 450: 446: 440: 437: 434: 427: 424: 421: 415: 411: 407: 401: 398: 395: 389: 383: 377: 350: 347: 344: 336: 332: 328: 320: 317: 314: 306: 302: 298: 292: 286: 263: 259: 255: 249: 246: 243: 237: 226: 222: 204: 201: 198: 195: 192: 186: 183: 174: 170: 152: 149: 144: 140: 132: 129: 126: 121: 117: 91: 87: 83: 80: 77: 72: 68: 58: 42: 39: 36: 27: 23: 7175: 7163: 7129:Multivariate 7128: 7116: 7104: 7099:Wrapped Lévy 7059: 7007:Matrix gamma 7000: 6980: 6968:Normal-gamma 6961: 6927:Continuous: 6926: 6897: 6842:Tukey lambda 6829: 6821: 6816:-exponential 6813: 6805: 6796: 6787: 6778: 6772:-exponential 6769: 6713: 6680: 6647: 6609: 6596: 6523:Poly-Weibull 6468:Log-logistic 6428: 6427:Hotelling's 6359: 6201:Logit-normal 6075:Gauss–Kuzmin 6070:Flory–Schulz 5979: 5951:with finite 5882: 5865: 5849: 5844: 5831:, Springer. 5828: 5800: 5760: 5755: 5735: 5588: 5493: 5371: 5234: 5221: 5208: 5195: 5189: 5178: 5174: 5154: 5143: 5133: 5129: 5086: 4783: 4744: 4731: 4723: 4719: 4716: 4339: 4337: 4331: 4314: 3983: 3926: 3898: 3584: 3574: 3486: 3277: 3271: 3234: 3204: 2982: 2969: 2967: 2961: 2959: 2830: 2825: 2822:pseudocounts 2817: 2809: 2805: 2799: 2499: 2231: 2209: 2191: 2074: 2067: 2063: 1965: 1915: 1907: 1840: 1766: 1676: 1589: 1585: 1533: 1376: 1347: 1251: 1244: 1240: 1236: 1232: 1226: 1197:of a set of 1130: 1029: 966: 877: 810: 799: 795: 791: 788:sample space 785: 772: 769:sample space 762: 713: 708: 704: 689: 682: 669:special case 650: 646:sample space 642: 638: 634: 630: 625: 617: 613: 609: 599: 229: 7213:Exponential 7062:directional 7051:Directional 6938:Generalized 6909:Multinomial 6864:continuous- 6804:Kaniadakis 6795:Kaniadakis 6786:Kaniadakis 6777:Kaniadakis 6768:Kaniadakis 6720:Tracy–Widom 6697:Skew normal 6679:Noncentral 6463:Log-Laplace 6441:Generalized 6422:Half-normal 6388:Generalized 6352:Logarithmic 6337:Exponential 6291:Chi-squared 6231:U-quadratic 6196:Kumaraswamy 6138:Continuous 6085:Logarithmic 5980:Categorical 3103:represents 2224:, then the 2070:) is fixed. 781:categorical 679:Terminology 661:categorical 20:Categorical 7291:Categories 7208:Elliptical 7164:Degenerate 7150:Degenerate 6898:Discrete: 6857:univariate 6712:Student's 6667:Asymmetric 6646:Johnson's 6574:supported 6518:Phase-type 6473:Log-normal 6458:Log-Cauchy 6448:Kolmogorov 6366:Noncentral 6296:Noncentral 6276:Beta prime 6226:Triangular 6221:Reciprocal 6191:Irwin–Hall 6140:univariate 6120:Yule–Simon 6002:Rademacher 5944:univariate 5825:Bishop, C. 5769:0262018020 5747:References 3540:is to set 2814:hyperprior 2051:. See the 1434:Properties 606:statistics 26:Parameters 6933:Dirichlet 6914:Dirichlet 6824:-Gaussian 6799:-Logistic 6636:Holtsmark 6608:Gaussian 6595:Fisher's 6578:real line 6080:Geometric 6060:Delaporte 5965:Bernoulli 5942:Discrete 5852:, Wiley. 5659:⁡ 5653:− 5647:⁡ 5641:− 5550:γ 5541:⁡ 5467:… 5413:… 5380:α 5357:α 5341:⁡ 5326:γ 5260:… 5209:O(log(k)) 5168:normalize 5108:− 5062:α 5047:− 5030:∝ 5016:α 5006:∑ 4996:− 4982:α 4967:− 4936:α 4921:− 4908:∣ 4851:− 4759:Dirichlet 4691:α 4679:∣ 4663:⁡ 4628:⁡ 4622:α 4610:∣ 4573:∣ 4561:~ 4541:⁡ 4535:α 4523:∣ 4482:α 4470:∣ 4447:∣ 4435:~ 4412:∫ 4397:α 4385:∣ 4373:~ 4287:α 4269:∝ 4255:α 4243:∣ 4202:α 4192:∑ 4174:α 4126:α 4114:∣ 4091:∣ 4079:~ 4056:∫ 4041:α 4029:∣ 4017:~ 3945:~ 3905:inference 3868:α 3861:Γ 3847:α 3827:Γ 3804:∏ 3786:α 3776:∑ 3761:Γ 3745:α 3735:∑ 3726:Γ 3694:α 3690:∣ 3668:∣ 3646:∫ 3631:α 3627:∣ 3549:α 3503:α 3495:∀ 3447:α 3439:∀ 3423:− 3401:α 3388:∑ 3379:− 3357:α 3339:∣ 3325:⁡ 3246:α 3218:− 3215:⋯ 3199:over the 3180:… 3158:α 3134:− 3125:α 3085:α 3028:− 3019:α 2992:α 2936:α 2926:∑ 2908:α 2881:α 2869:∣ 2853:⁡ 2772:α 2752:… 2740:α 2714:⁡ 2697:α 2676:⁡ 2668:∼ 2662:α 2650:∣ 2599:∑ 2543:… 2464:⁡ 2456:∼ 2435:… 2404:∣ 2388:α 2375:⁡ 2367:∼ 2346:… 2319:α 2315:∣ 2282:α 2275:… 2263:α 2248:α 2126:δ 2117:function 2081:function 1782:⁡ 1748:≤ 1722:≤ 1655:− 1641:standard 1603:∑ 1390:∑ 1291:∏ 1276:∣ 1069:∏ 1054:∣ 980:∑ 910:… 839:∣ 567:… 447:⋅ 425:⋯ 408:⋅ 329:⋯ 199:… 187:∈ 137:Σ 127:≥ 81:… 7266:Category 7198:Circular 7191:Families 7176:Singular 7155:singular 6919:Negative 6866:discrete 6832:-Weibull 6790:-Weibull 6674:Logistic 6558:Discrete 6528:Rayleigh 6508:Nakagami 6431:-squared 6405:Gompertz 6254:interval 5990:Negative 5975:Binomial 5877:, pp. 25 5688:See also 5177:, where 5140:Sampling 3573:for all 3284:, i.e., 2978:variance 1592:, where 1588:= 1,..., 7276:Commons 7248:Wrapped 7243:Tweedie 7238:Pearson 7233:Mixture 7140:Bingham 7039:Complex 7029:Inverse 7019:Wishart 7012:Inverse 6999:Matrix 6973:Inverse 6889:(joint) 6808:-Erlang 6662:Laplace 6553:Weibull 6410:Shifted 6393:Inverse 6378:Fréchet 6301:Inverse 6236:Uniform 6156:Arcsine 6115:Skellam 6110:Poisson 6033:support 6007:Soliton 5960:Benford 5953:support 5827:(2006) 5620:, then 5200:Pick a 5146:methods 4871:, then 3597:) is a 3201:simplex 2816:vector 2200:is the 2113:or the 1914:. Then 1910:is the 1215:is the 671:of the 655:of the 633:). The 620:) is a 505:is the 173:Support 57:integer 7182:Cantor 7024:Normal 6855:Mixed 6781:-Gamma 6707:Stable 6657:Landau 6631:Gumbel 6585:Cauchy 6513:Pareto 6325:Erlang 6306:Scaled 6261:Benini 6100:Panjer 5873:  5856:  5835:  5767:  5446:. Let 5372:where 5087:where 2196:, the 1906:where 1675:; for 1428:Bishop 1348:where 1131:where 878:where 779:for a 767:whose 722:where 703:"1-of- 659:for a 473:where 6904:Ewens 6730:Voigt 6702:Slash 6483:Lomax 6478:Log-t 6383:Gamma 6330:Hyper 6320:Davis 6315:Dagum 6171:Bates 6161:ARGUS 6045:Borel 5727:Notes 5211:, by 5170:them. 4773:is a 2062:from 7153:and 7111:Kent 6538:Rice 6453:Lévy 6281:Burr 6211:PERT 6176:Beta 6125:Zeta 6017:Zipf 5934:list 5871:ISBN 5854:ISBN 5833:ISBN 5765:ISBN 5190:O(k) 3927:The 3558:> 3525:> 3469:> 3272:The 2058:The 2043:The 2014:and 1817:Let 1379:and 969:and 813:is: 694:and 608:, a 604:and 516:Mode 370:(3) 279:(2) 230:(1) 40:> 6989:LKJ 6286:Chi 5656:log 5644:log 5492:be 5338:log 5235:In 4745:In 3982:of 3911:or 2839:): 2820:as 2711:Dir 2673:Dir 2461:Cat 2372:Dir 2192:In 2150:is 1990:is 665:die 600:In 548:max 225:PMF 7293:: 5817:^ 5776:^ 5152:: 5136:. 3601:: 3577:. 1751:1. 1584:, 1536:: 1430:. 1034:: 1027:. 938:, 755:. 687:. 616:, 7001:t 6962:t 6830:q 6822:q 6814:q 6806:κ 6797:κ 6788:κ 6779:κ 6770:κ 6714:t 6681:t 6650:U 6648:S 6610:q 6597:z 6429:T 6360:F 5936:) 5932:( 5922:e 5915:t 5908:v 5891:. 5839:. 5812:. 5771:. 5672:) 5667:i 5663:u 5650:( 5638:= 5633:i 5629:g 5602:i 5598:u 5573:) 5567:i 5563:g 5559:+ 5554:i 5545:( 5536:i 5531:x 5528:a 5525:m 5521:g 5518:r 5515:a 5510:= 5507:c 5494:k 5478:k 5474:g 5470:, 5464:, 5459:1 5455:g 5424:k 5420:p 5416:, 5410:, 5405:1 5401:p 5354:+ 5349:i 5345:p 5335:= 5330:i 5300:k 5295:R 5271:k 5267:p 5263:, 5257:, 5252:1 5248:p 5215:. 5179:k 5175:k 5134:n 5130:i 5114:) 5111:n 5105:( 5100:i 5096:c 5066:i 5058:+ 5053:) 5050:n 5044:( 5039:i 5035:c 5020:i 5010:i 5002:+ 4999:1 4993:N 4986:i 4978:+ 4973:) 4970:n 4964:( 4959:i 4955:c 4947:= 4940:) 4932:, 4927:) 4924:n 4918:( 4913:X 4905:i 4902:= 4897:n 4893:x 4889:( 4886:p 4857:) 4854:n 4848:( 4843:X 4819:n 4815:x 4793:X 4726:i 4724:p 4720:i 4698:. 4695:] 4687:, 4683:X 4674:i 4670:p 4666:[ 4660:E 4656:= 4645:] 4640:i 4636:p 4632:[ 4618:, 4614:X 4606:p 4601:E 4596:= 4585:] 4581:) 4577:p 4570:i 4567:= 4558:x 4552:( 4549:p 4545:[ 4531:, 4527:X 4519:p 4514:E 4509:= 4498:p 4492:d 4486:) 4478:, 4474:X 4466:p 4462:( 4459:p 4455:) 4451:p 4444:i 4441:= 4432:x 4426:( 4423:p 4417:p 4408:= 4401:) 4393:, 4389:X 4382:i 4379:= 4370:x 4364:( 4361:p 4340:p 4296:. 4291:i 4283:+ 4278:i 4274:c 4259:] 4251:, 4247:X 4238:i 4234:p 4230:[ 4226:E 4221:= 4206:k 4196:k 4188:+ 4185:N 4178:i 4170:+ 4165:i 4161:c 4153:= 4142:p 4136:d 4130:) 4122:, 4118:X 4110:p 4106:( 4103:p 4099:) 4095:p 4088:i 4085:= 4076:x 4070:( 4067:p 4061:p 4052:= 4045:) 4037:, 4033:X 4026:i 4023:= 4014:x 4008:( 4005:p 3984:N 3969:X 3942:x 3877:) 3872:k 3864:( 3856:) 3851:k 3843:+ 3838:k 3834:c 3830:( 3819:K 3814:1 3811:= 3808:k 3796:) 3790:k 3780:k 3772:+ 3769:N 3765:( 3755:) 3749:k 3739:k 3730:( 3720:= 3709:p 3703:d 3698:) 3686:p 3682:( 3679:p 3676:) 3672:p 3664:X 3660:( 3657:p 3651:p 3642:= 3635:) 3623:X 3619:( 3616:p 3575:i 3561:1 3553:i 3528:1 3520:i 3516:c 3512:+ 3507:i 3498:i 3472:1 3464:i 3460:c 3456:+ 3451:i 3442:i 3435:, 3429:) 3426:1 3418:i 3414:c 3410:+ 3405:i 3397:( 3392:i 3382:1 3374:i 3370:c 3366:+ 3361:i 3350:= 3347:) 3343:X 3335:p 3331:( 3328:p 3319:p 3313:x 3310:a 3307:m 3303:g 3300:r 3297:a 3278:p 3250:i 3235:α 3221:1 3205:p 3183:) 3177:, 3174:1 3171:, 3168:1 3165:( 3162:= 3137:1 3129:i 3121:+ 3116:i 3112:c 3089:i 3081:+ 3076:i 3072:c 3051:i 3031:1 3023:i 2996:i 2962:i 2940:k 2930:k 2922:+ 2919:N 2912:i 2904:+ 2899:i 2895:c 2888:= 2885:] 2877:, 2873:X 2864:i 2860:p 2856:[ 2850:E 2826:c 2818:α 2810:N 2806:p 2781:) 2776:K 2768:+ 2763:K 2759:c 2755:, 2749:, 2744:1 2736:+ 2731:1 2727:c 2723:, 2720:K 2717:( 2706:= 2701:) 2693:+ 2689:c 2685:, 2682:K 2679:( 2658:, 2654:X 2646:p 2638:] 2635:i 2632:= 2627:j 2623:x 2619:[ 2614:N 2609:1 2606:= 2603:j 2595:= 2590:i 2586:c 2577:, 2574:i 2564:= 2559:) 2554:K 2550:c 2546:, 2540:, 2535:1 2531:c 2527:( 2522:= 2516:c 2481:) 2477:p 2473:, 2470:K 2467:( 2451:) 2446:N 2442:x 2438:, 2432:, 2427:1 2423:x 2419:( 2414:= 2408:p 2400:X 2392:) 2384:, 2381:K 2378:( 2362:) 2357:K 2353:p 2349:, 2343:, 2338:1 2334:p 2330:( 2325:= 2311:p 2296:= 2291:) 2286:K 2278:, 2272:, 2267:1 2259:( 2254:= 2210:p 2172:. 2167:i 2163:p 2138:, 2133:i 2130:x 2101:] 2098:i 2095:= 2092:x 2089:[ 2075:i 2068:n 2064:n 2027:. 2023:p 2002:n 1977:p 1966:Y 1952:n 1932:1 1929:= 1926:n 1916:Y 1908:I 1890:, 1887:) 1884:i 1881:= 1877:X 1873:( 1870:I 1867:= 1862:i 1858:Y 1841:Y 1826:X 1802:p 1798:= 1794:] 1790:x 1786:[ 1779:E 1767:k 1743:2 1739:p 1735:, 1730:1 1726:p 1719:0 1716:, 1713:1 1710:= 1705:2 1701:p 1697:+ 1692:1 1688:p 1677:k 1661:) 1658:1 1652:k 1649:( 1625:1 1622:= 1617:i 1613:p 1607:i 1590:k 1586:i 1572:) 1569:i 1566:= 1563:X 1560:( 1557:P 1554:= 1549:i 1545:p 1534:i 1515:1 1512:= 1507:3 1503:p 1499:+ 1494:2 1490:p 1486:+ 1481:1 1477:p 1456:3 1453:= 1450:k 1412:1 1409:= 1404:i 1400:p 1394:i 1377:i 1361:i 1357:p 1333:, 1326:i 1322:x 1316:i 1312:p 1306:k 1301:1 1298:= 1295:i 1287:= 1284:) 1280:p 1272:x 1268:( 1265:f 1252:f 1245:k 1241:x 1237:K 1233:n 1208:. 1177:i 1174:= 1171:x 1151:] 1148:i 1145:= 1142:x 1139:[ 1116:, 1111:] 1108:i 1105:= 1102:x 1099:[ 1094:i 1090:p 1084:k 1079:1 1076:= 1073:i 1065:= 1062:) 1058:p 1051:x 1048:( 1045:f 1013:1 1010:= 1005:i 1001:p 995:k 990:1 987:= 984:i 967:i 951:i 947:p 926:) 921:k 917:p 913:, 907:, 902:1 898:p 894:( 891:= 887:p 863:, 858:i 854:p 850:= 847:) 843:p 836:i 833:= 830:x 827:( 824:f 811:f 800:k 796:k 792:k 773:k 709:K 705:K 643:K 639:K 635:K 631:K 626:K 583:) 578:k 574:p 570:, 564:, 559:1 555:p 551:( 545:= 540:i 536:p 527:i 493:] 490:i 487:= 484:x 481:[ 455:k 451:p 444:] 441:k 438:= 435:x 432:[ 428:+ 422:+ 416:1 412:p 405:] 402:1 399:= 396:x 393:[ 390:= 387:) 384:x 381:( 378:p 354:] 351:k 348:= 345:x 342:[ 337:k 333:p 324:] 321:1 318:= 315:x 312:[ 307:1 303:p 299:= 296:) 293:x 290:( 287:p 264:i 260:p 256:= 253:) 250:i 247:= 244:x 241:( 238:p 208:} 205:k 202:, 196:, 193:1 190:{ 184:x 156:) 153:1 150:= 145:i 141:p 133:, 130:0 122:i 118:p 114:( 92:k 88:p 84:, 78:, 73:1 69:p 59:) 43:0 37:k

Index

Parameters
integer
Support
PMF
Iverson bracket
Mode
probability theory
statistics
discrete probability distribution
sample space
generalization
Bernoulli distribution
categorical
die
special case
multinomial distribution
general class of distributions
machine learning
natural language processing
multinomial distributions
Dirichlet-multinomial distribution
collapsed Gibbs sampling
Dirichlet distributions
hierarchical Bayesian model
joint distribution
Bernoulli-distributed
binomial-distributed
probability mass functions
multinomial coefficient
variational methods

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