DPalg

R codes implementing MCMC algorithms for DP mixture of univariate Normals

Kernel: y | mu ~ N(mu, sigma2)

Base: mu ~ N(mu0, tau20)

DP: G ~ DP(alpha, N(mu0, tau20)) with alpha random

Authors: Beatrice Franzolini and Francesco Gaffi

Citation

Please cite the following publication if you use this repository in your research:

Franzolini, B. & Gaffi, F., (2026). Complexity bounds for Dirichlet process slice samplers. arXiv:2602.00878

Contents

_main_to_run1.R runs the numerical experiment with 3 equally-sized clusters

_main_to_run2.R runs the numerical experiment with perturbed zipf

BGS.R MCMC function to run the block Gibbs sampler

CRPnoAtoms.R MCMC function to run the CRP with atoms

CRPwithAtoms.R MCMC function to run the CRP with atoms

DPalg.R this code sources the required functions and packages it is called by _main_to_run1.R and _main_to_run2.R

Slice.R MCMC function to run the slice sampler

SlicenoAtoms.R MCMC function to run the slice sampler with no atoms

utils contains helper functions for the MCMCs

R libraries needed to run the scripts

library(LaplacesDemon) # version 16.1.6 to sample from finite Dirichlet

library(progress) # version 1.2.3 to draw the progress bar

library(rstudioapi) # version 0.17.1 to set working directory

library(ggplot2) # version 4.0.1 to plot

library(patchwork) # version 1.3.2 to plot

library(fossil) # version 0.4.0 to compute rand index

library(salso) # version 0.3.53 to compute psm and point estimate

Questions or bugs

For bug reporting purposes, e-mail Beatrice Franzolini (franzolini@pm.me)