2010 NIPS NeurIPS 2010

Shadow Dirichlet for Restricted Probability Modeling

Abstract

Although the Dirichlet distribution is widely used, the independence structure of its components limits its accuracy as a model. The proposed shadow Dirichlet distribution manipulates the support in order to model probability mass functions (pmfs) with dependencies or constraints that often arise in real world problems, such as regularized pmfs, monotonic pmfs, and pmfs with bounded variation. We describe some properties of this new class of distributions, provide maximum entropy constructions, give an expectation-maximization method for estimating the mean parameter, and illustrate with real data.

🌉 Interdisciplinary Bridge — Artificial Intelligence and Machine Learning
🧭 Keyword Pioneer — probability mass functions
🐝 Cross-Pollinator — Artificial Intelligence, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Speech & Audio
🐣 Hot Topic Early Bird — probabilistic modeling