Dirichlet ClassInfer.NET Documentation
Microsoft Research, Cambridge
A Dirichlet distribution on probability vectors.
Inheritance Hierarchy

OnlineSystem Object
  MicrosoftResearch.Infer.Distributions Dirichlet

Namespace: MicrosoftResearch.Infer.Distributions
Assembly: Infer.Runtime (in Infer.Runtime.dll) Version: 2.5.30417.0 (2.5.30417.0)


The Dirichlet is a distribution on probability vectors. The formula for the distribution is p(x) = (Gamma(a)/prod_i Gamma(b_i)) prod_i x_i^{b_i-1} subject to the constraints x_i >= 0 and sum_i x_i = 1. The parameter a is the "total pseudo-count" and is shorthand for sum_i b_i. The vector b contains the pseudo-counts for each case i. The vector b can be sparse or dense; in many cases it is useful to give it a Sparsity specification of ApproximateWithTolerance(Double).

The distribution is represented by the pair (TotalCount, PseudoCount). If TotalCount is infinity, the distribution is a point mass. The Point property gives the mean. Otherwise TotalCount is always equal to PseudoCount.Sum(). If distribution is uniform when all PseudoCounts = 1. If any PseudoCount <= 0, the distribution is improper. In this case, the density is redefined to not include the Gamma terms, i.e. there is no normalizer.

See Also