Variational Bayes and Truncation approximations for Enriched Dirichlet process mixtures
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arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2026
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| _version_ | 1866918386184749056 |
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| author | Bhadra, Somnath Daniels, Michael J. |
| author_facet | Bhadra, Somnath Daniels, Michael J. |
| contents | A common impediment in conducting inference for Bayesian nonparametric models is either the need for complex MCMC algorithms and/or computational run-time for large datasets. We propose solutions here for Enriched Dirichlet process mixtures (EDPM). We derive a variational Bayes estimator based on a previously developed truncation approximation for EDPMs. The variational Bayes estimator can be used in two ways: 1) to develop a more efficient truncation approximation; 2) as good initial values for a blocked Gibbs sampler based on this more efficient truncation approximation or for a polya urn sampler. We derive the accuracy of this more efficient truncation approximation and demonstrate how this allows for simple implementation of a blocked Gibbs Sampler EDPMs in Nimble. We confirm the validity of the approximations by simulations and illustrate on a real data set. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_12427 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Variational Bayes and Truncation approximations for Enriched Dirichlet process mixtures Bhadra, Somnath Daniels, Michael J. Methodology A common impediment in conducting inference for Bayesian nonparametric models is either the need for complex MCMC algorithms and/or computational run-time for large datasets. We propose solutions here for Enriched Dirichlet process mixtures (EDPM). We derive a variational Bayes estimator based on a previously developed truncation approximation for EDPMs. The variational Bayes estimator can be used in two ways: 1) to develop a more efficient truncation approximation; 2) as good initial values for a blocked Gibbs sampler based on this more efficient truncation approximation or for a polya urn sampler. We derive the accuracy of this more efficient truncation approximation and demonstrate how this allows for simple implementation of a blocked Gibbs Sampler EDPMs in Nimble. We confirm the validity of the approximations by simulations and illustrate on a real data set. |
| title | Variational Bayes and Truncation approximations for Enriched Dirichlet process mixtures |
| topic | Methodology |
| url | https://arxiv.org/abs/2603.12427 |