Particle Gibbs split-merge sampling for Bayesian inference in mixture models

MaRDI QIDQ5361289zbMATH OpenFDO

Authors Alexandre Bouchard-Côté, Arnaud Doucet, Andrew Roth

Publication date 27 September 2017

Full work available at URL https://arxiv.org/abs/1508.02663, http://jmlr.csail.mit.edu/papers/v18/15-397.html

zbMATH Keywords

Dirichlet process mixture modelsGibbs samplerparticle Gibbs samplersequential Monte Carlo

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Sequential statistical analysis (62L10) Monte Carlo methods (65C05) Geostatistics (86A32)

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Cited in

(15)

• Merging MCMC subposteriors through Gaussian-process approximations
• ParticleMDI: particle Monte Carlo methods for the cluster analysis of multiple datasets with applications to cancer subtype identification
• Particle learning for general mixtures
• PGSM
• scientific article; zbMATH DE number 7626712 (Why is no real title available?)
• Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
• Splitting and merging components of a nonconjugate Dirichlet process mixture model
• Approximate blocked Gibbs sampling for Bayesian neural networks
• A Bayesian Nonparametric Test for Cross-Group Differences Relative to a Control
• Hamiltonian sequential Monte Carlo with application to consumer choice behavior
• A new flexible Bayesian hypothesis test for multivariate data
• Mixture polarization in inter-rater agreement analysis: a Bayesian nonparametric index
• A comparison of hybrid strategies for Gibbs sampling in mixed graphical models
• Bayesian Estimation of Clustered Dependence Structures in Functional Neuroconnectivity
• Mixtures of Gaussian process experts with \(\mathrm{SMC}^2\)

Describes a project that uses

Uses Software

• SMCTC
• GitHub

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