Dirichlet process
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Almost all is from wiki.
Dirichlet process is a probability distribution whose range is itself a set of probability distributions.
(‘process is a distribution’) distribution의 distribution을 (혼동을 막기 위해) 그냥 process로 쓰는 모양.
The Dirichlet process can be seen as the infinite-dimensional generalization of the Dirichlet distribution.
Chinese Restaurant Process의 visualization[1]을 보면 정말 기가 막힌데, 설명도 좋다.
samples (from the base measure H) yields a random sample of the Dirichlet process DP(0.5,H)