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Add DirichletProcess random variable #555

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Merged
merged 12 commits into from
Mar 17, 2017
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@dustinvtran dustinvtran commented Mar 16, 2017

A Dirichlet process random variable is added. It can take arbitrary tensor dimensions for the concentration parameter and base distribution.

The only problem I have with DirichletProcess is how to perform practical inferences. Because all randomness is hidden inside a while loop, the only inferences we can do are ones that forward sample. More work needs to be done that will allow, e.g., replacing the Beta priors with Beta variational approximations within the while loop. This requires additional features possibly in the copy() function.

todo

  • Generalize the sample to allow non-scalar alphas.
  • update model compositionality and iclr2017 pages
  • add unit test

@dustinvtran dustinvtran force-pushed the feature/dirichlet-process branch from 92bb6bb to 5604da3 Compare March 16, 2017 21:51
@dustinvtran dustinvtran force-pushed the feature/dirichlet-process branch from 49d5f27 to c66578d Compare March 16, 2017 22:07
@dustinvtran dustinvtran force-pushed the feature/dirichlet-process branch from 55c28ec to e8dddaa Compare March 17, 2017 11:59
@dustinvtran dustinvtran force-pushed the feature/dirichlet-process branch 4 times, most recently from 17194a8 to 4b602dc Compare March 17, 2017 12:21
@dustinvtran dustinvtran force-pushed the feature/dirichlet-process branch from 4b602dc to a5ff202 Compare March 17, 2017 13:27
@dustinvtran dustinvtran merged commit ea3c7ee into master Mar 17, 2017
@dustinvtran dustinvtran deleted the feature/dirichlet-process branch March 17, 2017 13:29
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