Poster
A hybrid sampler for Poisson-Kingman mixture models
Maria Lomeli · Stefano Favaro · Yee Whye Teh
210 C #41
[
Abstract
]
Abstract:
This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general Poisson-Kingman class. We present a novel and compact way of representing the infinite dimensional component of the model such that while explicitly representing this infinite component it has less memory and storage requirements than previous MCMC schemes. We describe comparative simulation results demonstrating the efficacy of the proposed MCMC algorithm against existing marginal and conditional MCMC samplers.
Live content is unavailable. Log in and register to view live content