Dirichlet process mixture model.
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README.md
setup.py

README.md

Dirichlet Process Mixture Model

Example code for a Dirichlet Process mixture of Dirichlet-multinomial distributions. Implements the generative process, four inference algorithms (Neal's "algorithm 3" and "algorithm 8", Jain & Neal's conjugate split-merge and nonconjugate split-merge algorithms), and Geweke's "getting it right" posterior simulator test.