Implementation of an MCMC samplers for non-parametric and semi-parametric dirichelt process models
We examine
- Dirichlet Process mixture models
- Partial Linear Regression
See the respective folders for MCMC sampler implementations
git clone https://github.com/mkomod/dpmm
Neal, R. M. (2000). Markov Chain Sampling Methods for Dirichlet Process Mixture Models. Journal of Computational and Graphical Statistics, 9(2), 249–265. https://doi.org/10.1080/10618600.2000.10474879