File:Dirichlet process draws.svg

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Original file(SVG file, nominally 900 × 900 pixels, file size: 588 KB)

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Summary

Description
English: Draws from the Dirichlet process DP(N(0,1), alpha). Each row uses a different alpha: 1, 10, 100 and 1000. A row contains 3 repetitions of the same experiment.

Python source code:

import matplotlib.pyplot as plt 
import numpy as np
from scipy.stats import beta
from scipy.stats import norm   

def draw_stick_breaking(ax, alpha, base_distribution):
    beta_prime_ks = []
    theta_ks = []
    
    beta_distribution = beta(1, alpha)
    
    rest = 1
    for k in range(500):
        theta_k = base_distribution.rvs()
        beta_k = beta_distribution.rvs()
        
        theta_ks.append(theta_k)
        beta_prime_k = beta_k*rest
        beta_prime_ks.append(beta_prime_k)
        
        rest *= 1-beta_k
        if rest < 1e-4:
            break
                
    ax.stem(theta_ks, beta_prime_ks, markerfmt=' ')

def main():
    np.random.seed(1) #reproducibility
    
    alphas = [1, 10, 100, 1000]
    base_distribution = norm(0, 1)
    
    n_rows = len(alphas)
    n_cols = 3
    
    fig, axarr = plt.subplots(n_rows,n_cols, sharex=True, sharey="row", figsize=(10,10))

    for i_row in range(n_rows):
        for i_col in range(n_cols):
            draw_stick_breaking(axarr[i_row][i_col], alphas[i_row], base_distribution)
        
    # set 3 ticks on each axis   
    axarr[0][0].xaxis.set_major_locator(plt.MaxNLocator(3))
    for i_row in range(n_rows):
        axarr[i_row][0].yaxis.set_major_locator(plt.MaxNLocator(3))
    fig.tight_layout(pad=0.15)
    
    fig.savefig('dirichlet.svg')
    
    plt.show()

if __name__ == '__main__':
   main()
Date
Source Own work
Author Qorilla

Licensing

I, the copyright holder of this work, hereby publish it under the following license:
Creative Commons CC-Zero This file is made available under the Creative Commons CC0 1.0 Universal Public Domain Dedication.
The person who associated a work with this deed has dedicated the work to the public domain by waiving all of their rights to the work worldwide under copyright law, including all related and neighboring rights, to the extent allowed by law. You can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission.

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20 October 2014

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Date/TimeThumbnailDimensionsUserComment
current17:10, 20 October 2014Thumbnail for version as of 17:10, 20 October 2014900 × 900 (588 KB)wikimediacommons>QorillaUser created page with UploadWizard

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