InfiGMM

Infinite Gaussian Mixture Model

Details:

• Dirichlet Process (Stick-Breaking Representation)

• Variational EM (Truncate variational distribution)

Reference:

Variational Inference for Dirichlet Process Mixtures

David M. Blei, Michael I. Jordan

Bayesian Analysis (2006)

http://www.cs.princeton.edu/~blei/papers/BleiJordan2004.pdf

Jacob's matlab library for Gaussian Dirichlet Process Mixture Models (DPMMs).

Jacob Eisenstein

2012

https://github.com/jacobeisenstein/DPMM/tree/master/vdpmm

Note that the variable names are followed from Blei's paper

To-do:

Truncation-free Stochastic Variational Inference for Bayesian Nonparametric Models

Chong Wang, David M. Blei

NIPS 2012

http://www.cs.cmu.edu/~chongw/papers/WangBlei2012-nips.pdf