Nonparametric Bayesian Methods: Models, Algorithms, and Applications I
summary
Argument: treat the latent mixture as an infinite parameter so realized cluster count grows with data (roughly log N in the basic Dirichlet case). Construction: use Beta/Dirichlet stick‑breaking (the stick‑breaking GEM), or the Chinese‑restaurant marginalization, and sample with Gibbs/HMC or truncate the stick. Practical point: only finitely many atoms appear in finite data, so on‑demand generation and truncation let simulation and posterior inference work efficiently in practice.
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chapters (6)
- 0:00Introduction to the topic
- 3:34Defining nonparametric Bayes
- 11:02Finite mixture models
- 26:22Challenges of model size
- 42:16Dirichlet processes and GEM
- 59:00Inference and conclusion
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