A Split-Merge Markov chain Monte Carlo Procedure for the Dirichlet Process Mixture Model
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- 1 March 2004
- journal article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 13 (1) , 158-182
- https://doi.org/10.1198/1061860043001
Abstract
This article proposes a split-merge Markov chain algorithm to address the problem of inefficient sampling for conjugate Dirichlet process mixture models. Traditional Markov chain Monte Carlo method...Keywords
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