Online learning of nonparametric mixture models via sequential variational approximation

Advances in Neural Information Processing Systems

Volumn , Issue , 2013, Pages

  Lin, Dahua ^a  

^a TOYOTA TECHNOLOGICAL INSTITUTE AT CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; INFERENCE ENGINES; MIXTURES;

ITERATIVE UPDATE; LARGE-SCALE APPLICATIONS; NON-PARAMETRIC MIXTURE MODELS; NON-PARAMETRIC MODEL; ONLINE LEARNING; ORDERS OF MAGNITUDE; REAL DATA SETS; VARIATIONAL APPROXIMATION;

ITERATIVE METHODS;

EID: 84899008529     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (24)

1. C. Antoniak. Mixtures of dirichlet processes with applications to bayesian nonparametric problems. The Annals of Statistics, 2(6):1152-1174, 1974.
2. Jeff Bezanson, Stefan Karpinski, Viral B. Shah, and Alan Edelman. Julia: A fast dynamic language for technical computing. CoRR, abs/1209.5145, 2012.
3. David Blei, Ng Andrew, and Michael Jordan. Latent dirichlet allocation. Journal of Machine Learning Research, 3:993-1022, 2003.
4. David M. Blei and Michael I. Jordan. Variational methods for the Dirichlet process. In Proc. of ICML'04, 2004.
5. Michael Bryant and Erik Sudderth. Truly nonparametric online variational inference for hierarchical dirichlet processes. In Proc. of NIPS'12, 2012.
6. David B. Dahl. Sequentially-allocated merge-split sampler for conjugate and nonconjugate dirichlet process mixture models, 2005.
7. Nils Lid Hjort, Chris Holmes, Peter Muller, and Stephen G. Walker. Bayesian Nonparametrics: Principles and Practice. Cambridge University Press, 2010.
8. Matt Hoffman, David M. Blei, Chong Wang, and John Paisley. Stochastic variational inference. arXiv eprints, 1206.7501, 2012.
9. Michael C. Hughes, Emily B. Fox, and Erik B. Sudderth. Effective split-merge monte carlo methods for nonparametric models of sequential data. 2012.
10. Lancelot F. James, Antonio Lijoi, and Igor Prünster. Posterior analysis for normalized random measures with independent increments. Scaninavian Journal of Stats, 36:76-97, 2009.
11. Kenichi Kurihara, Max Welling, and Yee Whye Teh. Collapsed variational dirichlet process mixture models. In Proc. of IJCAI'07, 2007.
12. Radford M. Neal. Markov Chain Sampling Methods for Dirichlet Process Mixture Models. Journal of computational and graphical statistics, 9(2):249-265, 2000.
13. David J. Nott, Xiaole Zhang, Christopher Yau, and Ajay Jasra. A sequential algorithm for fast fitting of dirichlet process mixture models. In Arxiv: 1301.2897, 2013.
14. Ian Porteous, Alex Ihler, Padhraic Smyth, and MaxWelling. Gibbs Sampling for (Coupled) Infinite Mixture Models in the Stick-breaking Representation. In Proc. of UAI'06, 2006.
15. Carl Edward Rasmussen. The Infinite Gaussian Mixture Model. In Proc. of NIPS'00, 2000.
16. Jayaram Sethuraman. A constructive definition of dirichlet priors. Statistical Sinica, 4:639-650, 1994.
17. S.Jain and R.M. Neal. A split-merge markov chain monte carlo procedure for the dirichlet process mixture model. Journal of Computational and Graphical Statistics, 13(1):158-182, 2004.
18. Yee Whye Teh, Michael I. Jordan, Matthew J. Beal, and David M. Blei. Hierarchical Dirichlet Processes. Journal of the American Statistical Association, 101(476):1566-1581, 2007.
19. Y.W. Teh, K. Kurihara, and Max Welling. Collapsed Variational Inference for HDP. In Proc. of NIPS'07, volume 20, 2007.
20. Chong Wang and David Blei. A split-merge mcmc algorithm for the hierarchical dirichlet process. arXiv eprints, 1201.1657, 2012.
21. Chong Wang and David Blei. Truncation-free stochastic variational inference for bayesian nonparametric models. In Proc. of NIPS'12, 2012.
22. Chong Wang and David M Blei. Variational Inference for the Nested Chinese Restaurant Process. In Proc. of NIPS'09, 2009.
23. Chong Wang, John Paisley, and David Blei. Online variational inference for the hierarchical dirichlet process. In AISTATS'11, 2011.
24. J. Xiao, J. Hays, K. Ehinger, A. Oliva, and A. Torralba. Sun database: Large-scale scene recognition from abbey to zoo. In Proc. of CVPR'10, 2010.