Dirichlet Process Mixture using PVI, SMC, Variational
Julia Python
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DPMM_Gibbs
DPMM_MaxFilter
DPMM_SMC
DPMM_Variational
DPMM_Variational_full_support
IHMM_MaxFilter
nonlinearGaussianSSM
thirdparty
.gitignore
README.md
random_sum.jl
test.jl

README.md

###Dirichlet Process Mixture Model - Gaussian Observations

This repo contains gibbs, SMC and Variational implementation of DPMM. Julia was partly used as a learning exercise but more importantly to explore speed up due to its LLVM-JIT compilation.

SMC Sampler

To run:

  • Julia DPMM_SMC/runner.jl

Max Filtering

To run:

  • Julia DPMM_MaxFilter/runner.jl

Variational Particle Filtering for lookahead

To run:

  • Julia DPMM_Variational/variational_runner.jl