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###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

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Dirichlet Process Mixture using PVI, SMC, Variational

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