Sequential Monte Carlo samplers for Dirichlet Process Mixtures

Journal of Machine Learning Research

Volumn 9, Issue , 2010, Pages 876-883

  Ulker, Yener ^a   Gunsel, Bilge ^a   Cemgil, A Taylan ^b  

^a ISTANBUL TECHNICAL UNIVERSITY   (Turkey)

^b BOGAZICI UNIVERSITY   (Turkey)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONALLY EFFICIENT; DIRICHLET PROCESS MIXTURE; ESTIMATION VARIANCE; GAUSSIAN MIXTURE DENSITIES; ISOLATED MODES; MONTE CARLO APPROACH; ON-LINE ALGORITHMS; PARTICLE FILTERING; SEQUENTIAL IMPORTANCE SAMPLING; SEQUENTIAL MONTE CARLO; UPDATE SCHEMES;

ALGORITHMS; ARTIFICIAL INTELLIGENCE; INFERENCE ENGINES;

MONTE CARLO METHODS;

EID: 84862290260     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Conference Paper

References (14)

1. Antoniak, C. (1974). Mixtures of dirichlet processes with applications to bayesian nonparametric problems. Annals of Statistics, 2:1152-1174.
2. Blei, D. M. and Jordan, M. I. (2004). Variational methods for the dirichlet process,. In Proceedings of the 21st International Conference on Machine Learning.
3. Chen, R. and Liu, J. S. (2000). Mixture kalman filters. J. Roy. Stat. Soc. B Stat. Meth., 62:493-508.
4. DelMoral, Doucet, A., and Jasra, A. (2006). Sequential monte carlo samplers. J. Roy. Stat. Soc. B Stat. Meth., 63:11-436.
5. Doucet, A., Briers, M., and Senecal, S. (2006). Efficient block sampling strategies for sequential monte carlo methods. J. Comput. Graph. Stat., 15(3):693-711.
6. Escobar, M. and West, M. (1992). Computing bayesian nonparametric hierarchical models. Technical report, Duke University, Durham, USA.
7. Fearnhead, P. (2004). Particle filters for mixture models with an unknown number of components. Journal of Statistics and Computing, 14:11-21.
8. Jain, S. and Neal, R. (2000). A split-merge markov chain monte carlo procedure for the dirichlet process mixture model. J. Comput. Graph. Stat., 13:158-182.
9. Liu, J. S. (1996). Nonparametric hierarchal bayes via sequential imputations. Ann. Statist., 24:910-930.
10. MacEachern, S. N. (1994). Estimating normal means with a conjugate style dirichlet process prior. Comm. Statist. Simulation Comput., 23:727-741.
11. MacEachern, S. N., Clyde, M., and Liu, J. (1999). Sequential importance sampling for nonparametric bayes models: the next generation. Can. J. Stat., 27:251-267.
12. Neal, R. (2001). Annealed importance sampling. Statist. Comput, 11:125-139.
13. Quintana, F. A. (1996). Nonparametric bayesian analysis for assessing homogeneity in k×l contingency tables with fixed right margin totals. J. Am. Stat. Assoc., 93:1140-1149.
14. Quintana, F. A. and Newton, M. A. (1998). Computational aspects of nonparametric bayesian analysis with applications to the modeling of multiple binary sequences. J. Comput. Graph. Stat., 9:711-737.