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Stochastic processes are important for modeling text or image data in machine learning area. I have found some books (e.g. Essential of Stochastic Processes) for stochastic processes, but they are from mathematics view. Are there good books to stochastic processes (e.g. Gamma process, Dirichlet process, Pitman–Yor process) for machine learning (or related area)? Thanks. |
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The stochastic processes you are interested in will require a bit of math to understand and appreciate. For the ones you mentioned I think Kingman's Combinatorial Stochastic Processes is a great guide. You will likely want to have a more traditional stochastic processes book to back it up, but see how far you get. |
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I don't much about other books but you can have a look into the book : Machine Learning: a Probabilistic Perspective, Author: Kevin Patrick Murphy, ISBN: 0-262-01802-0, this book has nice chapters on Dirichlet Process and other non-parametric Bayesian methods...... Here is the link : Machine Learning: a Probabilistic Perspective |
