Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
121 tokens/sec
GPT-4o
9 tokens/sec
Gemini 2.5 Pro Pro
47 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

A Closed-Form Approximation to the Conjugate Prior of the Dirichlet and Beta Distributions (2107.03183v1)

Published 7 Jul 2021 in stat.ML, cs.LG, math.ST, and stat.TH

Abstract: We derive the conjugate prior of the Dirichlet and beta distributions and explore it with numerical examples to gain an intuitive understanding of the distribution itself, its hyperparameters, and conditions concerning its convergence. Due to the prior's intractability, we proceed to define and analyze a closed-form approximation. Finally, we provide an algorithm implementing this approximation that enables fully tractable Bayesian conjugate treatment of Dirichlet and beta likelihoods without the need for Monte Carlo simulations.

Summary

We haven't generated a summary for this paper yet.