A simple example of Dirichlet process mixture inconsistency for the number of components

NeurIPS 2013 Jeffrey W. MillerMatthew T. Harrison

For data assumed to come from a finite mixture with an unknown number of components, it has become common to use Dirichlet process mixtures (DPMs) not only for density estimation, but also for inferences about the number of components. The typical approach is to use the posterior distribution on the number of components occurring so far --- that is, the posterior on the number of clusters in the observed data... (read more)

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