Variational Dirichlet Process
Gaussian Mixture Model
This software implements several algorithms.
Note more algorithms are actually available. They are specified by options.
accelerated variational Dirichlet process Gaussian mixture model
collapsed variational stick-breaking Dirichlet process Gaussian mixture model
variational Gaussian mixture model with a collapsed Dirichlet prior.
variational Dirichlet process Gaussian mixture model by Blei and Jordan.
This software requires Matlab.
The usage is like,
>> result = vdpgm(X, opts);
The first argument is data. Each data point is a column vector of X.
The second argument opts is the option of this program
which determines an algorithm and hyperparameters. You can set
opts as you want, or basic option generators are also
>> opts = mkopts_avdp; % for the algorithm 1
>> opts = mkopts_csb(10); % for the algorithm 2 with T=10
>> opts = mkopts_cdp(10); % for the algorithm 3 with K=10
>> opts = mkopts_bj(10); % for the algorithm 4 with T=10
Although opts accepts many options, some options are exclusive.
The output result is a structure containing parameters for
Maybe, the most useful result is result.q_of_z which is the
posterior probability of assignments.
q_of_z is a N by K (or T) matrix s.t. sum_c q_of_z(i,c)
= 1 for any c.
q_of_z is available only when opts.get_q_of_z is
set to 1.
This software is distributed under
Copyright (C) 2007 Kenichi Kurihara
Aug. 24 2007 : kd-tree code had a bug; fixed.
Apr. 20 2007 : The previous package did not contain "power_method.m".
Kenichi Kurihara, Max Welling and Yee Whye Teh,
Collapsed Variational Dirichlet Process Mixture Models,
the Twentieth International Joint Conference on Artificial Intelligence (IJCAI 2007).
Kenichi Kurihara, Max Welling and Nikos Vlassis,
Accelerated Variational Dirichlet Mixture Models,
Advances in Neural Information Processing Systems 19 (NIPS 2006).
David M. Blei and Michael I. Jordan,
Variational Inference for Dirichlet Process Mixtures,
Bayesian Analysis, Vol.1, No.1, 2005.
go back to Kurihara's page
last update : Aug. 27, 2007