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Parallel Markov Chain Monte Carlo for Pitman-Yor Mixture Models
Proceedings of the 30th Conference on Uncertainty in Artificial Intelligence, PMLR R12:696-705, 2014.
Abstract
The Pitman-Yor process provides an elegant way to cluster data that exhibit power law behavior, where the number of clusters is unknown or un- bounded. Unfortunately, inference in Pitman- Yor process-based models is typically slow and does not scale well with dataset size. In this paper we present new auxiliary-variable repre- sentations for the Pitman-Yor process and a spe- cial case of the hierarchical Pitman-Yor process that allows us to develop parallel inference algo- rithms that distribute inference both on the data space and the model space. We show that our method scales well with increasing data while avoiding any degradation in estimate quality.