I am looking for a good tutorial on clustering data in
Rusing hierarchical dirichlet process (HDP) (one of the recent and popular nonparametric Bayesian methods).
DPpackage(IMHO, the most comprehensive of all the available ones) in
Rfor nonparametric Bayesian analysis. But I am unable to understand the examples provided in
R Newsor in the package reference manual well enough to code HDP.
Any help or pointer is appreciated.
A C++ implementation of HDP for topic modeling is available here (please look at the bottom for C++ code)
Here are some online ressources I found interesting without going into detail (and I’m not a specialist of this topic):
- Hierarchical Dirichlet Processes, by Teh et al. (2005)
- Dirichlet Processes A gentle tutorial, by El-Arini (2008)
- Bayesian Nonparametrics, by Rosasco (2010)
- Non-parametric Bayesian Methods, by Ghahramani (2005)
The definitive reference seems to be
N. Hjort, C. Holmes, P. Müller, and S.
Walker, editors. Bayesian
Nonparametrics. Number 28 in
Cambridge Series in Statistical and
Probabilistic Mathematics. Cambridge
University Press, 2010.