Spectral Methods for the Hierarchical Dirichlet Process
نویسندگان
چکیده
The Hierarchical Dirichlet Process (HDP) is a versatile, albeit computationally expensive tool for statistical modeling of mixture models. In this paper, we introduce a spectral algorithm. We show that it is both computationally and statistically efficient. In particular, we derive the lower-order moments of the HDP and give reconstruction guarantees. Moreover, we show that hierarchical spectral method is able to generate a better results regarding likelihood performance.
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