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Add implementation of Chinese Restaurant process #17

Merged
merged 6 commits into from
Jan 29, 2020
Merged

Add implementation of Chinese Restaurant process #17

merged 6 commits into from
Jan 29, 2020

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ocramz
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@ocramz ocramz commented Jan 20, 2020

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@ocramz ocramz requested a review from jtobin January 20, 2020 16:11
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ocramz commented Jan 21, 2020

I can't find my notes on the PY process and I'm not sure anymore its implementation is correct. However it was easy to adapt to the CRP

@ocramz ocramz changed the title Add implementation of Pitman-Yor process Add implementation of Chinese Restaurant process Jan 21, 2020
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jtobin commented Jan 21, 2020

Marco -- I'll take a look post-haste. Also, FWIW I have some old R implementations of these things kicking around in another repo, which might be useful for validation/verification. Similarly I'm not 100% sure about their correctness, but I think they should be about right.

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ocramz commented Jan 27, 2020

@jtobin would you like me to figure out a distribution test for this process before merging? It's basically a straight copy from Griffiths, Ghahramani 2005 - Infinite Latent Feature Models and theIndian Buffet Process (https://cocosci.princeton.edu/tom/papers/ibptr.pdf)

Fix style nits, s/chineseRestaurantProcess/crp, use more Foldable stuff.
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jtobin commented Jan 29, 2020

Marco -- sorry for the delay, I've just been busy. LGTM! I only tweaked a couple of (mostly stylistic) things. 👍 👍

@jtobin jtobin merged commit 90a2c40 into master Jan 29, 2020
@jtobin jtobin deleted the crp branch January 29, 2020 15:30
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2 participants