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.