Variational inference for Dirichlet process mixtures

October, 2004
Report Number: 
674
Authors: 
David M. Blei and Michael I. Jordan
Abstract: 

Dirichlet process (DP) mixture models are the cornerstone of nonparametric Bayesian statistics, and the development of Monte-Carlo Markov chain (MCMC) sampling methods for DP mixtures has enabled their applications to a variety of practical data analysis problems. However, MCMC sampling can be prohibitively slow, and it is important to explore alternatives. One class of alternatives is provided by variational methods, a class of deterministic algorithms that convert inference problems into optimization problems (Opper & Saad, 2001; Wainwright & Jordan, 2003}. Thus far, variational methods have mainly been explored in the parametric setting, in particular within the formalism of the exponential family (Attias, 2000; Ghahramani & Beal, 2001; Blei, et al., 2003}. In this paper, we present a variational inference algorithm for DP mixtures. We present experiments that compare the algorithm to Gibbs sampling algorithms for DP mixtures of Gaussians and present an application to a large-scale image analysis problem.

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