Shui Feng (McMaster University)

Title: Large Deviations for Dirichlet Posterior and Hierarchical Dirichlet Process.

Abstract: 

Dirichlet Process and Hierarchical Dirichlet Process are important priors in the cluster analysis of data and groups of data. In this talk we will present recent work on the large deviations for the Dirichlet posterior and the hierarchical Dirichlet process. The explicit forms of the rate functions reflect naturally the difference between frequentist and Bayesian statistics.