Principled selection of hyperparameters in the latent Dirichlet allocation model
From MaRDI portal
Publication:4558486
Recommendations
Cites work
- scientific article; zbMATH DE number 1631958 (Why is no real title available?)
- scientific article; zbMATH DE number 6276119 (Why is no real title available?)
- 10.1162/jmlr.2003.3.4-5.993
- An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes
- An introduction to MCMC for machine learning
- Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
- Calibration and empirical Bayes variable selection
- Convergence of the Monte Carlo expectation maximization for curved exponential families.
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Distributed algorithms for topic models
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- Gibbs sampling, exponential families and orthogonal polynomials
- Graphical models, exponential families, and variational inference
- Hierarchical Dirichlet Processes
- Markov chain Monte Carlo: can we trust the third significant figure?
- Monte Carlo sampling methods using Markov chains and their applications
- On the Bernstein-von Mises theorem with infinite-dimensional parameters
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
Cited in
(13)- The exact asymptotic form of Bayesian generalization error in latent Dirichlet allocation
- Selection of Proposal Distributions for Multiple Importance Sampling
- Inference for the Number of Topics in the Latent Dirichlet Allocation Model via Bayesian Mixture Modeling
- Robust initialization for learning latent Dirichlet allocation
- Dense distributions from sparse samples: improved Gibbs sampling parameter estimators for LDA
- Online but accurate inference for latent variable models with local Gibbs sampling
- Distributed algorithms for topic models
- DOLDA: a regularized supervised topic model for high-dimensional multi-class regression
- Scalable empirical Bayes inference and Bayesian sensitivity analysis
- 10.1162/jmlr.2003.3.4-5.993
- Scalable Hyperparameter Selection for Latent Dirichlet Allocation
- Learning in volatile environments with the Bayes factor surprise
- A correlated topic model of science
This page was built for publication: Principled selection of hyperparameters in the latent Dirichlet allocation model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4558486)
