Figure 1.

Demonstration of Dirichlet process mixture of exponentials. (Top left) Simulated data (N = 500) drawn from a mixture of four exponential distributions with scale parameters, θ_j, equal to {0.001, 0.01, 0.1, 10}, plotted logarithmically. A kernel density of estimate of the sampled data points is also shown. (Top right) Result of modeling this dataset with DP mixture of exponentials: the infinite model converges to four components. (Bottom) Marginal posterior distributions of all θ_j values that remain in the model. (Red vertical lines) True values. Algorithm parameters: α = 1.