Skip to Main content Skip to Navigation
Conference papers

Sequential Quasi Monte Carlo for Dirichlet Process Mixture Models

Abstract : In mixture models, latent variables known as allocation variables play an essential role by indicating, at each iteration, to which component of the mixture observations are linked. In sequential algorithms, these latent variables take on the interpretation of particles. We investigate the use of quasi Monte Carlo within sequential Monte Carlo methods (a technique known as sequential quasi Monte Carlo) in nonparametric mixtures for density estimation. We compare them to sequential and non sequential Monte Carlo algorithms. We highlight a critical distinction of the allocation variables exploration of the latent space under each of the three sampling approaches.
Complete list of metadatas

Cited literature [21 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-01405568
Contributor : Julyan Arbel <>
Submitted on : Sunday, December 4, 2016 - 7:09:54 AM
Last modification on : Thursday, March 26, 2020 - 8:49:32 PM
Document(s) archivé(s) le : Tuesday, March 21, 2017 - 10:30:36 AM

File

sequential-quasi-monte-carlo-B...
Files produced by the author(s)

Identifiers

  • HAL Id : hal-01405568, version 1

Citation

Julyan Arbel, Jean-Bernard Salomond. Sequential Quasi Monte Carlo for Dirichlet Process Mixture Models. NIPS - Conference on Neural Information Processing Systems, Dec 2016, Barcelone, Spain. ⟨hal-01405568⟩

Share

Metrics

Record views

577

Files downloads

235