/pydpmm

Direct Gibbs sampling for DPMM using python.

Primary LanguagePython

pydpmm

Direct Gibbs sampling for DPMM using python. Based on technical report 'Gibbs Sampling Methods for Dirichlet Process Mixture Model' of Xiaodong Yu

Ref: Escobar, M. and West, M. (1995), “Bayesian Density Estimation and Inference Using Mixtures,” Journal of the American Statistical Association, 90, pp. 577–588. Yee Whye Teh(2005), "Hierarchical Dirichlet Processes" Resamples the hyperparameters of an infinite hmm. https://searchcode.com/codesearch/view/9624224/