Distance dependent Chinese restaurant processes

We develop the distance dependent Chinese restaurant process (CRP), a flexible class of distributions over partitions that allows for nonexchangeability. This class can be used to model dependencies between data in infinite clustering models, including dependencies across time or space. We examine the properties of the distance dependent CRP, discuss its connections to Bayesian nonparametric mixture models, and derive a Gibbs sampler for both observed and mixture settings. We study its performance with timedependent models and three text corpora. We show that relaxing the assumption of exchangeability with distance dependent CRPs can provide a better fit to sequential data. We also show its alternative formulation of the traditional CRP leads to a faster-mixing Gibbs sampling algorithm than the one based on the original formulation.

• Type: Conference
• Year: 2010
• Where: ICML
• Authors: David M. Blei, Peter Frazier
• Keywords: Dependent Chinese Restaurant, Distance Dependent Crps, ICML 2010, Infinite Clustering Models, Machine Learning