A permutation-augmented sampler for DP mixture models.pdfVIP

A permutation-augmented sampler for DP mixture models Percy Liang pliang@ University of California, Berkeley Michael Jordan jordan@ University of California, Berkeley Ben Taskar taskar@ University of Pennsylvania Abstract We introduce a new inference algorithm for Dirichlet process mixture models. While Gibbs sampling and variational methods fo- cus on local moves, the new algorithm makes more global moves. This is done by intro- ducing a permutation of the data points as an auxiliary variable. The algorithm is a blocked sampler which alternates between sampling the clustering and sampling the