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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)

Notes

  • 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.

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Code for the paper "Non-parametric clustering over user features and latent behavioral functions with dual-view mixture models"

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