Fast Moment Estimation for Generalized Latent Dirichlet Models

Fast moment estimation for generalized latent Dirichlet models

We develop a generalized method of moments (GMM) approach for fast parameter estimation in a new class of Dirichlet latent variable models with mixed data types. Parameter estimation via GMM has been demonstrated to have computational and statistical advantages over alternative methods, such as expectation maximization, variational inference, and Markov chain Monte Carlo. The key computational ...

Estimation of Generalized Linear Latent Variable Models

Generalized Linear Latent Variable Models (GLLVM), as de ned in Bartholomew and Knott (1999) enable modelling of relationships between manifest and latent variables. They extend structural equation modelling techniques, which are powerful tools in the social sciences. However, because of the complexity of the log-likelihood function of a GLLVM, an approximation such as numerical integration mus...

Parameter Estimation for the Latent Dirichlet Allocation

We review three algorithms for parameter estimation of the Latent Dirichlet Allocation model: batch variational Bayesian inference, online variational Bayesian inference and inference using collapsed Gibbs sampling. We experimentally compare their time complexity and performance. We find that the online variational Bayesian inference converges faster than the other two inference techniques, wit...

Scalable Moment-Based Inference for Latent Dirichlet Allocation

Topic models such as Latent Dirichlet Allocation have been useful text analysis methods of wide interest. Recently, moment-based inference with provable performance has been proposed for topic models. Compared with inference algorithms that approximate the maximum likelihood objective, moment-based inference has theoretical guarantee in recovering model parameters. One such inference method is ...

Topic Models - Latent Dirichlet Allocation