org.knowceans.dirichlet.sandbox
Class InvGammaArms

java.lang.Object
  org.knowceans.arms.ArmSampler
      org.knowceans.dirichlet.sandbox.InvGammaArms

public class InvGammaArms
extends ArmSampler

InvGammaArms implements the inverse of a vague Ga(1,1) as described as the hyperparameter distribution of component mixing proportions for the infinite GMM by Rasmussen (2000).

Author:

gregor

Field Summary

Fields inherited from class org.knowceans.arms.ArmSampler

DEREF, EYEPS, XEPS, YCEIL, YEPS

Constructor Summary

InvGammaArms()

Method Summary

double	logpdf(double alpha, java.lang.Object params) Implements the posterior distribution to p(alpha^-1) ~ Ga(1,1).
static void	main(java.lang.String[] args)

Methods inherited from class org.knowceans.arms.ArmSampler

arms, armsSimple

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

InvGammaArms

public InvGammaArms()

Method Detail

logpdf

public double logpdf(double alpha,
                     java.lang.Object params)

Implements the posterior distribution to p(alpha^-1) ~ Ga(1,1). With topic and observation counts k and n, this yields (Rasmussen 2000): p(alpha|k,n) = C (alpha^(k-3/2) exp(-1 / 2alpha) gamma(alpha)) / Gamma(n+alpha). p(log(alpha)|n,k) is log-concave, which allows ARS, but with ARMS we can use p(alpha|n,k) directly.

Specified by:

logpdf in class ArmSampler

Parameters:

alpha -

params - int[]{number of observations, dimensionality of dirichlet}

Returns:

main

public static void main(java.lang.String[] args)