Sections 3–4 define the Dirichlet process and its discrete realization; Section 3, Theorem 1, gives the posterior update by adding point masses at observations. The wiki uses concentration plus a normalized base measure instead of the paper's single finite nonzero parameter measure.
Thomas S. Ferguson 2026-11-05
Thomas S. Ferguson works on statistics, probability theory and game theory. His UCLA page documents research on statistical decisions, stopping problems and games.[ref]
His 1973 paper introduced a Bayesian framework built on the Dirichlet process, a probability distribution over probability measures. If the prior parameter measure is , observing changes it to . This conjugate update extends the familiar idea of adding category counts to inference about an entire unknown distribution, providing a foundation for Bayesian nonparametric statistics.[ref]