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This package is a Julia port of the Java code released written by Yee Whye Teh for the article MCMC for Normalized Random Measure Mixture Models. Do not hesitate to create pull requests for enhancements or to open an issue. In any case, you can write to me (Emile Mathieu) at: emile.mathieu-at-stats-dot-ox-dot-ac-dot-uk.
Requirements:
- Julia in
[0.6.x]
- 64-bit architecture
In the Julia REPL:
Pkg.clone("https://github.com/BigBayes/BNPMix.jl")
using BNPMix
- Marginalized Samplers:
- Neal’s Algorithm 8 generalized
- The Reuse algorithm
- Conditional Slice Sampler
Notes
- Conjugate version not implemented
- Only Normal-Gamma-Independent emission implemented
- Multidimensional data observation not implemented
You can run the Reuse conditional sampler on the galaxy dataset modeled as a mixtures of Gaussian with a normalized generalized Gamma prior:
cd examples
julia galaxy.jl
To localy run the tests, run in Julia:
Pkg.test("BNPMix")