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DPMNeal3.jl

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DPMNeal3.jl provides an interface for Dirichlet process mixture (DPM) models in Julia using Neal's algorithm 3 [1]. Particularly, this package provides:

  • A method for performing one iteration of Neal's algorithm 3.

  • Several methods for accessing the current state of the chain (e.g. the vector of cluster labels).

References

[1] Neal, R. (2000). Markov chain sampling methods for Dirichlet process mixture models. Journal of Computational and Graphical Statistics, 9(2). https://doi.org/10.1080/10618600.2000.10474879