Name
Abstract | ||
|---|---|---|
We present a novel MCMC sampler for Dirichlet process mixture models that can be used for conjugate or non-conjugate prior distributions. The proposed sampler can be massively parallelized to achieve significant computational gains. A non-ergodic restricted Gibbs iteration is mixed with split/merge proposals to produce a valid sampler. Each regular cluster is augmented with two sub-clusters to construct likely split moves. Unlike many previous parallel samplers, the proposed sampler accurately enforces the correct stationary distribution of the Markov chain without the need for approximate models. Empirical results illustrate that the new sampler exhibits better convergence properties than current methods. |
Year | Venue | Field |
|---|---|---|
2013 | NIPS | Convergence (routing),Mathematical optimization,Markov chain Monte Carlo,Computer science,Markov chain,Dirichlet process mixture,Stationary distribution,Sampling (statistics),Merge (version control),Mixture model |
DocType | Citations | PageRank |
Conference | 2 | 0.42 |
References | Authors | |
0 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jason Chang | 1 | 133 | 6.75 |
| John W. Fisher III | 2 | 878 | 74.44 |
| Fisher III, John W. | 3 | 2 | 0.42 |