Bayesian estimation of the Dirichlet distribution with expectation propagation

  • Zhanyu Ma
  • Published 2012 in
    2012 Proceedings of the 20th European Signal…


As a member of the exponential family, the Dirichlet distribution has its conjugate prior. However, since the posterior distribution is difficult to use in practical problems, Bayesian estimation of the Dirichlet distribution, in general, is not analytically tractable. To derive practically easily used prior and posterior distributions, some approximations… (More)


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