A matlab implementation of "A Split-Merge Markov Chain Monte Carlo Procedure for the Dirichlet Process Mixture Model"
Usage:
run demo.m in folder "Restricted-Gibbs".
Tested on matlab 2019a.
Reference:
Jain, Sonia, and Radford M. Neal. "A split-merge Markov chain Monte Carlo procedure for the Dirichlet process mixture model." Journal of computational and Graphical Statistics 13.1 (2004): 158-182.
Murphy, K.P., 2007. Conjugate Bayesian analysis of the Gaussian distribution. def, 1(2σ2), p.16.