Detailed Derivations of Small-variance Asymptotics for some Hierarchical Bayesian Nonparametric Models

Abstract

In this note we provide detailed derivations of two versions of small-variance asymptotics for hierarchical Dirichlet process (HDP) mixture models and the HDP hidden Markov model (HDP-HMM, a.k.a. the infinite HMM). We include derivations for the probabilities of certain CRP and CRF partitions, which are of more general interest.

Publication
arXiv:1501.00052 [stat.ML]
Date