UPDATE:

It looks like the service I'm using as my public server broke all their links today. The new link are of this form:
http://dl.dropbox.com/u/39904/Blog%20Datasets/Sys3/sys3.m
instead of:
http://dl-client.getdropbox.com/u/39904/Blog%20Datasets/Sys3/sys3.m
The pattern to get the new links from the old ones is to just delete "-client" and "get". Hopefully they will restore the old links since I had posted files on many pages.

Click on the text to see it full size (I had to copy and paste screenshots to keep the formulas). Here's parts 1, 2, and 3 in pdf format, which may be easier to read.

Be sure to read Part 1: Simplex first. Even if you are familiar with a probability simplex, it sets up the example.

I'm taking an excellent course on Bayesian learning. The Dirichlet process has been one of the most interesting and challenging algorithms we've covered so I did some outside studying (this video lecture by Michael Jordan was especially helpful) and wrote a few notes which I'll share over the next few days, starting with this-

Click on the text to see it full size (I had to copy and paste screenshots to keep the formulas). Here's parts 1, 2, and 3 in pdf format instead, which may be easier to read.