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Add GEM distribution and test it. #292

Closed datang1992 closed 10 years ago

datang1992 commented 10 years ago

@lileicc @chrisgioia64 This is the GEM distribution (lengths matrix for the Stick Breaking construction). It is originally used for the HDP-LDA problem for PPAML CP4, but it should be also useful for other cases since it will be easy to implement Dirichlet Process using this distribution.

datang1992 commented 10 years ago

@lileicc Chris has helped me reviewed the code and the pdf. Please have a look at it.

cberzan commented 10 years ago

LGTM unless @lileicc has additional comments.

lileicc commented 10 years ago

LGTM