File:Dirichlet process draws.svg
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[edit]DescriptionDirichlet process draws.svg |
English: Draws from the Dirichlet process DP(N(0,1), alpha). Each row uses a different alpha: 1, 10, 100 and 1000. A row contains 3 repetitions of the same experiment.
Python source code: import matplotlib.pyplot as plt import numpy as np from scipy.stats import beta from scipy.stats import norm def draw_stick_breaking(ax, alpha, base_distribution): beta_prime_ks = [] theta_ks = [] beta_distribution = beta(1, alpha) rest = 1 for k in range(500): theta_k = base_distribution.rvs() beta_k = beta_distribution.rvs() theta_ks.append(theta_k) beta_prime_k = beta_k*rest beta_prime_ks.append(beta_prime_k) rest *= 1-beta_k if rest < 1e-4: break ax.stem(theta_ks, beta_prime_ks, markerfmt=' ') def main(): np.random.seed(1) #reproducibility alphas = [1, 10, 100, 1000] base_distribution = norm(0, 1) n_rows = len(alphas) n_cols = 3 fig, axarr = plt.subplots(n_rows,n_cols, sharex=True, sharey="row", figsize=(10,10)) for i_row in range(n_rows): for i_col in range(n_cols): draw_stick_breaking(axarr[i_row][i_col], alphas[i_row], base_distribution) # set 3 ticks on each axis axarr[0][0].xaxis.set_major_locator(plt.MaxNLocator(3)) for i_row in range(n_rows): axarr[i_row][0].yaxis.set_major_locator(plt.MaxNLocator(3)) fig.tight_layout(pad=0.15) fig.savefig('dirichlet.svg') plt.show() if __name__ == '__main__': main() |
Date | |
Source | Own work |
Author | Qorilla |
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[edit]This file is made available under the Creative Commons CC0 1.0 Universal Public Domain Dedication. | |
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