Hey,

I have a question on Dirichlet process. I am using a Dirichlet process as a prior. 
So I end up with a mixture distribution with a continuous component and 
a random number of discrete components at some mass-points. I tried some
algorithms, but it's too too inefficient. Anyone know some efficient algorithm?
Any easy-to-read paper or some templates? Thanks a lot. I am so frustrated.


Thaleia   
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