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Introduction to Nonparametric Bayes, Infinite Mixture Models, and the Dirichlet Process (+ McDonald's)

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In the [wiki](https://en.wikipedia.org/wiki/Dirichlet_distribution#P.C3.B3lya.27s_urn), the colors of the balls in the urn are predefined and no new color is added in the procress. But in the code, new color is added...

Really nice post. I had to look at the code several times before I realized that the probability of sitting at table `k`, which is `n_k/(n+a)` , was smartly taken...