Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
نویسندگان
چکیده
منابع مشابه
Markov chain Monte Carlo methods for Dirichlet process hierarchical model
Inference for Dirichlet process hierarchical models is typically performed using Markov chain Monte Carlo methods, which can be roughly categorised into marginal and conditional methods. The former integrate out analytically the infinite-dimensional component of the hierarchical model and sample from the marginal distribution of the remaining variables using the Gibbs sampler. Conditional metho...
متن کاملRetrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
Inference for Dirichlet process hierarchical models is typically performed using Markov chain Monte Carlo methods, which can be roughly categorized into marginal and conditional methods. The former integrate out analytically the infinite-dimensional component of the hierarchical model and sample from the marginal distribution of the remaining variables using the Gibbs sampler. Conditional metho...
متن کاملParallel Markov Chain Monte Carlo for Dirichlet Process Mixtures
The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. In most applications, however, the Dirichlet process requires approximate inference to be performed with variational methods or Markov chain Monte Carlo (MCMC). MCMC provides a “gold stan...
متن کاملClusterCluster: Parallel Markov Chain Monte Carlo for Dirichlet Process Mixtures
The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference methods for the DP often provide a gold standard in terms asymptotic accuracy, they can be computationally expensive and are not obviously parallelizable. We propo...
متن کاملMarkov Chain Monte Carlo Methods for Switching Diffusion Models
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Biometrika
سال: 2008
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asm086