Perfect Sampling of the Posterior in the Hierarchical Pitman–Yor Process
Perfect Sampling of the Posterior in the Hierarchical Pitman–Yor Process
The predictive probabilities of the hierarchical Pitman-Yor process are approximated through Monte Carlo algorithms that exploits the Chinese Restaurant Franchise (CRF) representation. However, in order to simulate the posterior distribution of the hierarchical Pitman-Yor process, a set of auxiliary variables representing the arrangement of customers in tables of the CRF …