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avoid sampling parameters of empty clusters in BNP#855

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paciorek merged 29 commits into
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nosample_empty_clusters2
May 28, 2019
Merged

avoid sampling parameters of empty clusters in BNP#855
paciorek merged 29 commits into
develfrom
nosample_empty_clusters2

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@paciorek
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@paciorek paciorek commented Feb 9, 2019

branch nosample_empty_clusters2 replaces nosample_empty_clusters and this PR replaces PR #839

@danielturek please take a look at the modifications and let me know of any other thoughts.

@paciorek paciorek requested a review from danielturek February 9, 2019 21:53
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@paciorek Looks like tests are failing, related to helperFunctions or similar.

I'm guessing it will be a quick and easy fix (typo or similar), but I'll leave it for you.

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One note for future reference - when this is implemented (and in combination with v 0.7.0 changes to sampler_CRP), for non-conjugate samplers we now propose new values of the cluster parameter, and if they are rejected the proposed values are maintained in the MCMC output. Now they are parameter values for clusters with no observations so they are in any real sense not meaningful, but it is different than having the cluster parameters stay constant until the cluster actually has observations.

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Actually regarding the note above for future reference, I implemented code where we put back the old values if the new cluster is not occupied.

@paciorek paciorek merged commit bd4d964 into devel May 28, 2019
@paciorek paciorek deleted the nosample_empty_clusters2 branch May 28, 2019 16:22
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3 participants