Dirichlet Process Mixture Model

Dirichlet Process Mixture Models (DPMMs) are Bayesian non-parametric models used for clustering data, offering the advantage of automatically determining the optimal number of clusters. Current research focuses on improving the efficiency of DPMM inference, particularly through variational methods and distributed computing approaches like collapsed Gibbs sampling, to handle large datasets and streaming data efficiently. These advancements address limitations in computational speed and scalability, enhancing the applicability of DPMMs to diverse fields such as outlier detection, compositional data analysis, and hierarchical forecasting, where their ability to adapt to non-stationary data and complex hierarchical structures is particularly valuable.

Papers