Closed aimalz closed 5 years ago
@DoctorLobster You're totally right -- I went on autopilot and put \Gamma where it should have been Gamma, and none of that was really necessary because the code uses scipy's built-in Dirichlet function anyway, so I took out the whole mess and changed it to Dir[]. I also made p(m | m', C) explicitly a vector for clarity.
The notation in Equation 1 looks funny to me.
Usually when you say a random variable x is a draw from, say, a standard Gaussian, it is written as
x ~ N(0,1)
so the right hand size is a name of a random variable.
In your equation 1, the RHS is an algebraic expression, and is not the pdf of a Dirichlet distribution. I think you're trying to write the random number generation algorithm on the RHS, but perhaps you've mixed up the Gamma distribution with the gamma function? (the latter is a normalising constant for the former).
Also if what is drawn jointly is a vector of random variables, the vector should be bold-faced, i.e. \mathbf{p}. I would just use the symbol Dir[ ] and I recommend something like.
If necessary, you can write in a footnote that algorithmically , you draw a probability vector from Dir[ \mathbf{\alpha} ], by drawing independently from a Gamma distribution each m
q_m ~ Gamma( \alpha_m, 1 )
and then setting p_m = q_m / sum(q). I would use Gamma rather than \Gamma to describe a gamma random variable or density, to avoid confusing it with the related gamma function, which uses \Gamma.