Bayesian nonparametric model (Hierarchical Dirichlet Process) in pyro

Hi all,

I am new to Pyro and interested in implementing the Hierarchical Dirichlet Process (HDP: in Pyro. Would Pyro be able to implement a complex model like HDP? I am not sure where to begin to implement that model.

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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.