Excellent articles on the topic:
Collapsed Gibbs Sampling for Dirichlet Process Gaussian Mixture Models
Infinite Mixture Models with Nonparametric Bayes and the Dirichlet Process
- To be honest, not a big fan of the above article as I think the metaphor is slightly deviating and I find it rather distracting… well whatever, still a good introduction! Especially the Recap section comparing each generative process side by side!
In the following trying to take some notes as I walk through the Python code of Gibbs sampling for DPGMM.
1. Initialisation
- 2-dimensional Gaussians
- 50 samples
-&g