3 ms·
Pólya Urn Model
- derbOac 5y agoI love this. I'm not sure why, but I had never made the connection to sampling with and without replacement, and sampling/measurement effects on future samples/measurements. It had just never occurred to me before.
- ogogmad 5y agoThis provides an efficient method for drawing samples from BetaBinomial(n,alpha,beta) when alpha and beta are positive integers. What about when alpha and beta are positive reals, but not integers? [edit] What about using two measuring sticks instead of red-coloured and blue-coloured balls? If you pick from the red measuring stick, increase its length by one; and vice versa for the blue one. The lengths of the sticks can be varied continuously. Does this allow for alpha and beta to be arbitrary positive reals?
- deehouie 5y agoI went to this really nice talk by Ghahramani on Bayesian Nonparametrics at 2011 NIPS. Worth seeing polya urn model in action. http://mlg.eng.cam.ac.uk/zoubin/ http://mlg.eng.cam.ac.uk/zoubin/