Skip to content

Latest commit

 

History

History
8 lines (7 loc) · 388 Bytes

README.md

File metadata and controls

8 lines (7 loc) · 388 Bytes

Dirichlet Process Mixture Model

Example code for a Dirichlet Process mixture of Dirichlet-multinomial distributions. Implements the generative process, four inference algorithms (Neal's "algorithm 3" and "algorithm 8", Jain & Neal's conjugate split-merge and nonconjugate split-merge algorithms), and Geweke's "getting it right" posterior simulator test.