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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

The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general…

Machine Learning · Statistics 2018-10-18 Faicel Chamroukhi , Marius Bartcus , Hervé Glotin

In binary-transaction data-mining, traditional frequent itemset mining often produces results which are not straightforward to interpret. To overcome this problem, probability models are often used to produce more compact and conclusive…

Machine Learning · Computer Science 2012-09-27 Ruefei He , Jonathan Shapiro

This paper presents a novel algorithm, based upon the dependent Dirichlet process mixture model (DDPMM), for clustering batch-sequential data containing an unknown number of evolving clusters. The algorithm is derived via a low-variance…

Machine Learning · Computer Science 2013-11-04 Trevor Campbell , Miao Liu , Brian Kulis , Jonathan P. How , Lawrence Carin

The hierarchical Dirichlet process (HDP) has become an important Bayesian nonparametric model for grouped data, such as document collections. The HDP is used to construct a flexible mixed-membership model where the number of components is…

Machine Learning · Statistics 2012-01-10 Chong Wang , David M. Blei

Mixture models are a natural choice in many applications, but it can be difficult to place an a priori upper bound on the number of components. To circumvent this, investigators are turning increasingly to Dirichlet process mixture models…

Statistics Theory · Mathematics 2018-06-22 Łukasz Rajkowski

We present a Dirichlet process mixture model over discrete incomplete rankings and study two Gibbs sampling inference techniques for estimating posterior clusterings. The first approach uses a slice sampling subcomponent for estimating…

Machine Learning · Computer Science 2012-03-19 Marina Meila , Harr Chen

A natural Bayesian approach for mixture models with an unknown number of components is to take the usual finite mixture model with Dirichlet weights, and put a prior on the number of components---that is, to use a mixture of finite mixtures…

Methodology · Statistics 2015-02-24 Jeffrey W. Miller , Matthew T. Harrison

Employing nonparametric methods for density estimation has become routine in Bayesian statistical practice. Models based on discrete nonparametric priors such as Dirichlet Process Mixture (DPM) models are very attractive choices due to…

Methodology · Statistics 2017-07-03 J. J. Quinlan , F. A. Quintana , G. L. Page

In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently…

Machine Learning · Computer Science 2020-02-04 Zhanyu Ma , Yuping Lai

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

In the realm of unsupervised learning, Bayesian nonparametric mixture models, exemplified by the Dirichlet Process Mixture Model (DPMM), provide a principled approach for adapting the complexity of the model to the data. Such models are…

Machine Learning · Computer Science 2022-04-20 Or Dinari , Raz Zamir , John W. Fisher , Oren Freifeld

We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…

Machine Learning · Statistics 2018-11-27 Ari Pakman , Liam Paninski

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

We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…

Statistics Theory · Mathematics 2010-02-26 Minjung Kyung , Jeff Gill , George Casella

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

Enriched Dirichlet process mixture (EDPM) models are Bayesian nonparametric models which can be used for nonparametric regression and conditional density estimation and which overcome a key disadvantage of jointly modeling the response and…

Computation · Statistics 2023-05-03 Natalie Burns , Michael J. Daniels

The classical mixture of Gaussians model is related to K-means via small-variance asymptotics: as the covariances of the Gaussians tend to zero, the negative log-likelihood of the mixture of Gaussians model approaches the K-means objective,…

Machine Learning · Statistics 2013-02-19 Tamara Broderick , Brian Kulis , Michael I. Jordan

Dirichlet process mixture models (DPMM) play a central role in Bayesian nonparametrics, with applications throughout statistics and machine learning. DPMMs are generally used in clustering problems where the number of clusters is not known…

Machine Learning · Statistics 2020-10-20 Chiao-Yu Yang , Eric Xia , Nhat Ho , Michael I. Jordan

We introduce Dirichlet Process Posterior Sampling (DPPS), a Bayesian non-parametric algorithm for multi-arm bandits based on Dirichlet Process (DP) priors. Like Thompson-sampling, DPPS is a probability-matching algorithm, i.e., it plays an…

Machine Learning · Statistics 2025-07-14 Sumit Vashishtha , Odalric-Ambrym Maillard
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