Reputation: 121
I am wondering what is the best way to represent the probability distribution of a linearly transformed Dirichlet distribution:
let {X = [x1, x2 ... xn] | Σxi = 1} be a set of multinomial probabilities that follow a Dirichlet distribution Dɑn.
Consider matrix Anxm where:
AnxmX = Y st. (Σyi = 1 ∀X) (Note Anxm is derived from a Bayesian net)
If X follows a Derichlet Distribution what distribution does Y follow?!?
If believe that if Anxm is an invertible square matrix. By AnxmX being injective and surjective, Y follows the below distribution:
Likelihood(Y) = Dɑn(A-1Y)
But I am not sure what to do for other cases.
Thank you!
this paper may be useful but it is beyond me...
https://onlinelibrary.wiley.com/doi/epdf/10.2307/3315988
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