Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Sampling the Dirichlet Mixture Model with Slices

Sampling the Dirichlet Mixture Model with Slices We provide a new approach to the sampling of the well known mixture of Dirichlet process model. Recent attention has focused on retention of the random distribution function in the model, but sampling algorithms have then suffered from the countably infinite representation these distributions have. The key to the algorithm detailed in this article, which also keeps the random distribution functions, is the introduction of a latent variable which allows a finite number, which is known, of objects to be sampled within each iteration of a Gibbs sampler. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Communications in Statistics: Simulation and Computation Taylor & Francis

Sampling the Dirichlet Mixture Model with Slices

10 pages

Loading next page...
 
/lp/taylor-francis/sampling-the-dirichlet-mixture-model-with-slices-0vnpnJEulx

References (26)

Publisher
Taylor & Francis
Copyright
Copyright Taylor & Francis Group, LLC
ISSN
1532-4141
eISSN
0361-0918
DOI
10.1080/03610910601096262
Publisher site
See Article on Publisher Site

Abstract

We provide a new approach to the sampling of the well known mixture of Dirichlet process model. Recent attention has focused on retention of the random distribution function in the model, but sampling algorithms have then suffered from the countably infinite representation these distributions have. The key to the algorithm detailed in this article, which also keeps the random distribution functions, is the introduction of a latent variable which allows a finite number, which is known, of objects to be sampled within each iteration of a Gibbs sampler.

Journal

Communications in Statistics: Simulation and ComputationTaylor & Francis

Published: Jan 30, 2007

Keywords: Bayesian nonparametrics; Density estimation; Dirichlet process; Gibbs sampler; Slice sampling; Primary 62G99, 62F15; Secondary 65C60

There are no references for this article.