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Add example of Dirichlet process with base distribution #508

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merged 1 commit into from
Mar 7, 2017

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@dustinvtran dustinvtran commented Mar 6, 2017

The implementation is a little inefficient—it's not clear to me how to make it practical. But the example illustrates the main idea.

Samples from the base distribution are memoized within a call from the DP (i.e., inside a tensor of multiple samples), but not across calls from the DP. This matches the memoization we've been doing with all other Edward random variables.

@dustinvtran dustinvtran merged commit 85f1db7 into master Mar 7, 2017
@dustinvtran dustinvtran deleted the examples/dirichlet-process branch March 7, 2017 06:24
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