Multivariate Polya distribution

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The multivariate Polya distribution, also called the Dirichlet compound multinomial distribution, is a compound probability distribution, where a probability vector p is drawn from a Dirichlet distribution and a set of discrete samples x is drawn from the multinomial distribution with probability vector p.

The multivariate Polya distribution is used in automated document classification and clustering, genetics, economy and combat modeling.

[edit] References

Elkan, C. (2006) Clustering documents with an exponential-family approximation of the Dirichlet compound multinomial distribution. ICML, 289-296
Kvam, P. and Day, D. (2001) The multivariate Polya distribution in combat modeling. Naval Research Logistics, 48, 1-17
Madsen, RE., Kauchak, D. and Elkan, C. (2005) Modeling Word Burstiness Using the Dirichlet Distribution. ICML, 545-552
Minka, T. (2003) Estimating a Dirichlet distribution. Technical report Microsoft Research.

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