Snowy Baboon
Snowy Baboon

Reputation: 121

Linear Transformation of Dirichlet Distribution


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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