2011
DOI: 10.2172/1026471
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Accelerated Gibbs Sampling for Infinite Sparse Factor Analysis

Abstract: The Indian Buffet Process (IBP) gives a probabilistic model of sparse binary matrices with an unbounded number of columns. This construct can be used, for example, to model a fixed numer of observed data points (rows) associated with an unknown number of latent features (columns). Markov Chain Monte Carlo (MCMC) methods are often used for IBP inference, and in this technical note, we provide a detailed review of the derivations of collapsed and accelerated Gibbs samplers for the linear-Gaussian infinite latent… Show more

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Cited by 4 publications
(5 citation statements)
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“…One limitation of this approach is its computational cost. The complexity periteration of the IBP sampler is O(N 3 (K 2 + KP )) due to the matrix in the exponent of the collapsed likelihood (23). This motivates next section which derives an accelerated Gibbs sampling following ideas from [15].…”
Section: Collapsed Gibbs Sampling For Inpaintingmentioning
confidence: 96%
See 1 more Smart Citation
“…One limitation of this approach is its computational cost. The complexity periteration of the IBP sampler is O(N 3 (K 2 + KP )) due to the matrix in the exponent of the collapsed likelihood (23). This motivates next section which derives an accelerated Gibbs sampling following ideas from [15].…”
Section: Collapsed Gibbs Sampling For Inpaintingmentioning
confidence: 96%
“…This is the reason why we have followed the recommendations in [15] to perform an accelerated Gibbs sampling. The two methods and their complexity were compared in [23]. A study comparing the speed of different Gibbs samplers for Z when {H i } are identity matrices can be found in [15].…”
Section: Accelerated Gibbs Sampling For Inpaintingmentioning
confidence: 99%
“…Rather, results are accompanied by estimates of uncertainty, which are conditioned on the available data. However, this sample is larger than other studies using NKI-RS data to investigate risky and impulsive behavior, including substance use 38,39 .…”
Section: Methods Participantsmentioning
confidence: 97%
“…Completeness for each of the 27 neurocognitive variables, impulsive behavior, and substance use outcomes is documented in Table S1. The Gibbs sampling procedure also helps the model converge with fewer iterations 36,41 .…”
Section: Methodsmentioning
confidence: 99%