Bayesian nonparametric model (Hierarchical Dirichlet Process) in pyro

numpyro
1

Hi all,

I am new to Pyro and interested in implementing the Hierarchical Dirichlet Process (HDP: https://proceedings.neurips.cc/paper/2004/file/fb4ab556bc42d6f0ee0f9e24ec4d1af0-Paper.pdf) in Pyro. Would Pyro be able to implement a complex model like HDP? I am not sure where to begin to implement that model.

1 Like
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Have you checked this tutorial? Please be aware that there might be hidden issues with Dirichlet Process. Check this paper. For a detailed description of the whole process check this lecture from M. Jordan.

I hope this helps.