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- Pitman–Yor_process abstract "In probability theory, a Pitman–Yor process denoted PY(d, θ, G0), is a stochastic process whose sample path is a probability distribution. A random sample from this process is an infinite discrete probability distribution, consisting of an infinite set of atoms drawn from G0, with weights drawn from a two-parameter Poisson–Dirichlet distribution. The process is named after Jim Pitman and Marc Yor.The parameters governing the Pitman–Yor process are: 0 ≤ d < 1 a discount parameter, a strength parameter θ > −d and a base distribution G0 over a probability space X. When d = 0, it becomes the Dirichlet process. The discount parameter gives the Pitman–Yor process more flexibility over tail behavior than the Dirichlet process, which has exponential tails. This makes Pitman–Yor process useful for modeling data with power-law tails (e.g., word frequencies in natural language).The exchangeable random partition induced by the Pitman–Yor process is an example of a Poisson–Kingman partition, and of a Gibbs type random partition.".
- Pitman–Yor_process wikiPageID "22885288".
- Pitman–Yor_process wikiPageRevisionID "600613642".
- Pitman–Yor_process subject Category:Data_clustering_algorithms.
- Pitman–Yor_process subject Category:Non-parametric_Bayesian_methods.
- Pitman–Yor_process subject Category:Stochastic_processes.
- Pitman–Yor_process comment "In probability theory, a Pitman–Yor process denoted PY(d, θ, G0), is a stochastic process whose sample path is a probability distribution. A random sample from this process is an infinite discrete probability distribution, consisting of an infinite set of atoms drawn from G0, with weights drawn from a two-parameter Poisson–Dirichlet distribution.".
- Pitman–Yor_process label "Pitman–Yor process".
- Pitman–Yor_process sameAs Pitman%E2%80%93Yor_process.
- Pitman–Yor_process sameAs Q7198999.
- Pitman–Yor_process sameAs Q7198999.
- Pitman–Yor_process wasDerivedFrom Pitman–Yor_process?oldid=600613642.