Computational Methods for Mixture of Dirichlet Process Models

Abstract

This chapter lays out the basic computational strategies for models based on mixtures of Dirichlet processes. I describe the basic algorithm and give advice on how to improve this algorithm through a collapse of the state space of the Markov chain and through blocking of variates for generation. The computational methods are illustrated with a beta-binomial example and with the bioassay problem. Some advice is given for dealing with models that have little or no conjugacy present.