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I have come across Latent Dirichlet Allocation (LDA) on multiple occasions while reading about sentiment analysis and recommender systems.

Where can I find good reading material which explains the concept in depth, especially by taking an example?

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Welcome to DS.SE!

I believe the Latent Dirichlet Allocation paper by Blei, Ng, and Jordan (all big names in AI/ML/NLP) is a point to start. They provided the math foundation as well as multiple examples.

See: Blei, David M., Andrew Y. Ng, and Michael I. Jordan. "Latent dirichlet allocation." Journal of machine Learning research 3.Jan (2003): 993-1022.

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