Dirichlet Distribution

The Dirichlet distribution can be thought of as a multi-category extension of the beta distribution. It is used to model probability vectors whose components sum to one, which makes it important in topic modeling, Bayesian multiclass modeling, and mixture models. It provides a flexible representation of uncertainty over multiple categories. As a prior for categorical distributions, it is a powerful tool. For that reason, it is a high-value advanced concept in probabilistic modeling.