Sampling for Non-conjugate Infinite Latent Feature Models
Dilan Gorur and Carl Edward Rasmussen
In: 8th Valencia International Meeting on Bayesian Statistics, 1-6 June 2006, Benidorm, Spain.

Abstract

Latent variable models are powerful tools to model the underlying structure in data. Infinite latent variable models can be defined using Bayesian nonparametrics. Dirichlet process (DP) models constitute an example of infinite latent class models in which each object is assumed to belong to one of the, mutually exclusive, infinitely many classes. Recently, the Indian buffet process (IBP) has been defined as an extension of the DP. IBP is a distribution over sparse binary matrices with infinitely many columns which can be used as a distribution for non-exclusive features. Inference using Markov chain Monte Carlo (MCMC) in conjugate IBP models has been previously described, however requiring conjugacy restricts the use of IBP. We describe an MCMC algorithm for non-conjugate IBP models.

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