51,125 research outputs found

    Sampling from Dirichlet process mixture models with unknown concentration parameter: mixing issues in large data implementations

    Get PDF
    We consider the question of Markov chain Monte Carlo sampling from a general stick-breaking Dirichlet process mixture model, with concentration parameter (Formula presented.). This paper introduces a Gibbs sampling algorithm that combines the slice sampling approach of Walker (Communications in Statistics - Simulation and Computation 36:45-54, 2007) and the retrospective sampling approach of Papaspiliopoulos and Roberts (Biometrika 95(1):169-186, 2008). Our general algorithm is implemented as efficient open source C++ software, available as an R package, and is based on a blocking strategy similar to that suggested by Papaspiliopoulos (A note on posterior sampling from Dirichlet mixture models, 2008) and implemented by Yau et al. (Journal of the Royal Statistical Society, Series B (Statistical Methodology) 73:37-57, 2011). We discuss the difficulties of achieving good mixing in MCMC samplers of this nature in large data sets and investigate sensitivity to initialisation. We additionally consider the challenges when an additional layer of hierarchy is added such that joint inference is to be made on (Formula presented.). We introduce a new label-switching move and compute the marginal partition posterior to help to surmount these difficulties. Our work is illustrated using a profile regression (Molitor et al. Biostatistics 11(3):484-498, 2010) application, where we demonstrate good mixing behaviour for both synthetic and real examples. Ā© 2014 The Author(s)

    The 1980-90 shuttle star catalog for onboard and ground programs

    Get PDF
    The 1980-90 shuttle star catalog for onboard and ground programs is presented. The data used in this catalog are explained according to derivation, input, format for the catalog, and preparation. The tables include the computer program listing, input star position, and the computed star positions for the years 1980-90
    • ā€¦
    corecore