By Tim Hopper: tdhopper.com
Notes Nonparametric Bayesian Methods and Dirichlet Processes
I taught myself Dirichlet processes and Hierarchical DPs in the spring of 2015 in order to understand nonparametric Bayesian models and related inference algorithms. In the process, I wrote a bunch of code and took a bunch of notes. I preserved those notes here for the benefit of others trying to learn this material.