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We propose an exact slice sampler for Hierarchical Dirichlet process (HDP) and its associated mixture models (Teh et al., 2006). Although there are existing MCMC algorithms for sampling from the HDP, a slice sampler has been missing from…

Machine Learning · Statistics 2019-03-22 Arash A. Amini , Marina Paez , Lizhen Lin , Zahra S. Razaee

Posterior computation in hierarchical Dirichlet process (HDP) mixture models is an active area of research in nonparametric Bayes inference of grouped data. Existing literature almost exclusively focuses on the Chinese restaurant franchise…

Computation · Statistics 2024-08-06 Snigdha Das , Yabo Niu , Yang Ni , Bani K. Mallick , Debdeep Pati

We present the \textit{hierarchical Dirichlet scaling process} (HDSP), a Bayesian nonparametric mixed membership model. The HDSP generalizes the hierarchical Dirichlet process (HDP) to model the correlation structure between metadata in the…

Machine Learning · Computer Science 2017-07-10 Dongwoo Kim , Alice Oh

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

Machine Learning · Statistics 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…

Methodology · Statistics 2012-09-11 Matthew J. Johnson , Alan S. Willsky

Dirichlet Process(DP) is a Bayesian non-parametric prior for infinite mixture modeling, where the number of mixture components grows with the number of data items. The Hierarchical Dirichlet Process (HDP), is an extension of DP for grouped…

Machine Learning · Statistics 2015-09-02 Lavanya Sita Tekumalla , Priyanka Agrawal , Indrajit Bhattacharya

The Dirichlet process mixture (DPM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as…

Machine Learning · Statistics 2014-11-05 Yordan P. Raykov , Alexis Boukouvalas , Max A. Little

We propose the supervised hierarchical Dirichlet process (sHDP), a nonparametric generative model for the joint distribution of a group of observations and a response variable directly associated with that whole group. We compare the sHDP…

Machine Learning · Statistics 2014-12-18 Andrew M. Dai , Amos J. Storkey

Dirichlet Process Mixture Models (DPMMs) are widely used to address clustering problems. Their main advantage lies in their ability to automatically estimate the number of clusters during the inference process through the Bayesian…

Machine Learning · Statistics 2023-12-19 Reda Khoufache , Mustapha Lebbah , Hanene Azzag , Etienne Goffinet , Djamel Bouchaffra

The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) has been used widely as a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from sequential and time-series data. A sticky extension…

Machine Learning · Statistics 2020-06-23 Ding Zhou , Yuanjun Gao , Liam Paninski

Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…

Machine Learning · Statistics 2012-12-03 Sinead A. Williamson , Avinava Dubey , Eric P. Xing

Dirichlet process (DP) mixture models provide a flexible Bayesian framework for density estimation. Unfortunately, their flexibility comes at a cost: inference in DP mixture models is computationally expensive, even when conjugate…

Machine Learning · Computer Science 2009-07-13 Hal Daumé

Clustering is one of the most widely used procedures in the analysis of microarray data, for example with the goal of discovering cancer subtypes based on observed heterogeneity of genetic marks between different tissues. It is well-known…

Methodology · Statistics 2009-04-21 Heng Lian

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are…

Machine Learning · Computer Science 2012-03-19 Matthew J. Johnson , Alan Willsky

In social science research, understanding latent structures in populations through survey data with categorical responses is a common and important task. Traditional methods like Factor Analysis and Latent Class Analysis have limitations,…

Methodology · Statistics 2024-12-30 Chayut Wongkamthong

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) is a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from (spatio-)temporal data. A sticky HDP-HMM has been proposed to strengthen…

Machine Learning · Computer Science 2024-11-08 Mikołaj Słupiński , Piotr Lipiński

Dirichlet process mixture models (DPMM) are a cornerstone of Bayesian non-parametrics. While these models free from choosing the number of components a-priori, computationally attractive variational inference often reintroduces the need to…

Machine Learning · Computer Science 2017-01-16 Arnim Bleier

Time-varying mixture densities occur in many scenarios, for example, the distributions of keywords that appear in publications may evolve from year to year, video frame features associated with multiple targets may evolve in a sequence. Any…

Machine Learning · Statistics 2016-04-19 Cheng Luo , Yang Xiang , Richard Yi Da Xu
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