Nonparametric Bayesian methods (Dirichlet processes)
Lecturer: Kurt Miller
Date: Nov 19
There are numerous references on Bayesian methods and Markov Chain Monte Carlo (MCMC) techniques. Three useful textbooks are:
Bayesian Data Analaysis. Gelman, Carlin, Stern, Rubin.
The Bayesian Choice. Robert.
Monte Carlo Statistical Methods. Robert, Casella.
Unfortunately, there currently are no good introductory textbooks on
the Dirichlet Process. One of the best introductions to Dirichlet
Processes is Chapter 2, Section 2.5 of Erik
A great set of nonparametric Bayesian references can be found in
section of a 2008 workshop on nonparametric Bayesian methods at
ICML/UAI. This list includes many of the foundational papers about
Dirichlet Processes as well as references to many recent applications.
Tutorials on nonparametric Bayesian methods