Variational inference for Dirichlet process mixtures
David M. Blei, Michael I. Jordan
Dirichlet process (DP) mixture models are the cornerstone of nonparametric Bayesian statistics, and the development of Monte-Carlo Markov chain (MCMC) sampling methods for DP mixtures has enabled the application of nonparametric Bayesian methods to a variety of practical data analysis problems. However, MCMC sampling can be prohibitively slow, and it is important to explore alternatives. One class of alternatives is provided by variational methods, a class of deterministic algorithms that convert inference problems into optimization problems (Opper and Saad 2001; Wainwright and Jordan 2003). Thus far, variational methods have mainly been explored in the parametric setting, in particular within the formalism of the exponential family (Attias 2000; Ghahramani and Beal 2001; Blei et al. 2003). In this paper, we present a variational inference algorithm for DP mixtures. We present experiments that compare the algorithm to Gibbs sampling algorithms for DP mixtures of Gaussians and present an application to a large-scale image analysis problem.
What this paper cites, inside the corpus
What cites it, inside the corpus
| Paper | Year | Cited |
|---|---|---|
| Variational Inference: A Review for Statisticians | 2017 | 3,843 |
| Graphical Models, Exponential Families, and Variational Inference | 2007 | 3,171 |
| Variational Inference: A Review for Statisticians | 2023 | 2,169 |
| Stochastic variational inference | 2013 | 1,480 |
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Topics
| Bayesian Methods and Mixture Models | Computer Science |
| Statistical Methods and Inference | Mathematics |
| Algorithms and Data Compression | Computer Science |
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