Hi, i'm looking to get into nonparametric bayesian techniques but I'm having problem understanding what's going on in the definition of the Dirichlet process or how it works. So what does P ~ DP(α\*P0) mean?


What does a distribution P looks like? Is the samples being used, Xi ~ P?



How does the Dirichlet process work?
I'm a fan of Yee Whye Teh's tutorials, listed under "Short Courses" here:
<http://www.gatsby.ucl.ac.uk/~ywteh/teaching/teaching.html>


You can also watch the video on videolectures if you want an explanation to accompany the slides.


