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Sampling the Dirichlet mixture model with slices. (English) Zbl 1113.62058

Summary: We provide a new approach to the sampling of the well known mixture of Dirichlet process models. Recent attention has focused on retention of the random distribution function in the model, but sampling algorithms have then suffered from the countably infinite representation these distributions have. The key to the algorithm detailed in this article, which also keeps the random distribution functions, is the introduction of a latent variable which allows a finite number, which is known, of objects to be sampled within each iteration of a Gibbs sampler.

MSC:

62G99 Nonparametric inference
62F15 Bayesian inference
65C60 Computational problems in statistics (MSC2010)
62G07 Density estimation

Software:

BNPmix
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References:

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