Dual Dirichlet Process Gaussian Mixture Model
Code for our paper
Non-parametric clustering over user features and latent behavioral functions with dual-view mixture models
Lumbreras A., Guégan M., Velcin J., Jouve B.
Computational Statistics (2016)
- DP-GMM: default
- fixed-GMM: set alpha=0 and dont sample it
- single: use sample_z() and do not sample feature view
Multi DP-GMM is a double dirichlet process that simultaneously does:
- Cluster users with respect to their attributes.
- Cluster users with respect to their behaviors.
Inference is done with Monte Carlo methods: Gibbs Sampling and Adaptive Rejection Sampling.
Read the paper for more information.