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Dirichlet draws are sparse with high probability
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Dirichlet draws are sparse with high probability
classification
cs.LG
math.PRstat.ML
keywords
dirichletdrawssparsecoordinatesdistributionelementaryfactfolklore
read the original abstract
This note provides an elementary proof of the folklore fact that draws from a Dirichlet distribution (with parameters less than 1) are typically sparse (most coordinates are small).
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