Bayesian inference for Gaussian mixture model with some novel algorithms
Bayesian inference for Gaussian mixture model to reduce over-clustering via the powered Chinese restaurant process (pCRP). We use collapsed Gibbs sampling for posterior inference.
|-- GMM # base class for Gaussian mixture model
|---- IGMM # base class for infinite Gaussian mixture model
|------ CRPMM ## traditional Chinese restaurant process (CRP) mixture model
|------ PCRPMM ## powered Chinese restaurant process (pCRP) mixture model
What do we include:
Chinese restaurant process mixture model (CRPMM)
Powered Chinese restaurant process (pCRP) mixture model
Code | Description |
---|---|
CRPMM 1d | Chinese restaurant process mixture model for 1d data |
CRPMM 2d | Chinese restaurant process mixture model for 2d data |
pCRPMM 1d | powered Chinese restaurant process mixture model for 1d data |
pCRPMM 2d | powered Chinese restaurant process mixture model for 2d data |
MIT
The repo is based on the following research articles: