simpleMergeSplit {sams} | R Documentation |
Merge-Split Sampling for a Partition Using Uniformly Random Allocation
Description
Merge-split proposals for conjugate "Chinese Restaurant Process" (CRP) mixture models using uniformly random allocation of items, as presented in Jain & Neal (2004), with additional functionality for the two parameter CRP prior.
Usage
simpleMergeSplit(
partition,
logPosteriorPredictiveDensity = function(i, subset) 0,
mass = 1,
discount = 0,
nUpdates = 1L,
selectionWeights = NULL
)
Arguments
partition |
A numeric vector of cluster labels representing the current partition. |
logPosteriorPredictiveDensity |
A function taking an index |
mass |
A specification of the mass (concentration) parameter in the CRP
prior. Must be greater than the |
discount |
A numeric value on the interval [0,1) corresponding to the discount parameter in the two parameter CRP prior. |
nUpdates |
An integer giving the number of merge-split proposals before returning. This has the effect of thinning the Markov chain. |
selectionWeights |
A matrix or data frame whose first two columns are the unique pairs of data indices, along with a column of weights representing how likely each pair is to be selected at the beginning of each merge-split update. |
Value
- partition
An integer vector giving the updated partition encoded using cluster labels.
- accept
The acceptance rate of the Metropolis-Hastings proposals, i.e. the number accepted proposals divided by
nUpdates
.
References
Jain, S., & Neal, R. M. (2004). A split-merge Markov chain Monte Carlo procedure for the Dirichlet process mixture model. Journal of computational and Graphical Statistics, 13(1), 158-182.