@jullybobble

Collapsed variational Dirichlet process mixture models

, , and . Proc. Int. Jt. Conf. Artif. Intell., 20, page 2796--2801. (2007)

Abstract

NonparametricBayesian mixturemodels, in particular Dirichlet process (DP) mixture models, have shown great promise for density estimation and data clustering. Given the size of today’s datasets, computational efficiency becomes an essential ingredient in the applicability of these techniques to real world data. We study and experimentally compare a number of variational Bayesian (VB) approximations to the DP mixture model. In particular we consider the standard VB approximation where parameters are assumed to be independent from cluster assignment variables, and a novel collapsed VB approximation where mixture weights are marginalized out. For both VB approximations we consider two different ways to approximate the DP, by truncating the stick-breaking construction, and by using a finite mixture model with a symmetric Dirichlet prior.

Links and resources

Tags

community

  • @jullybobble
  • @gregoryy
  • @kurtmiller
  • @dblp
  • @3mta3
@jullybobble's tags highlighted