S. Rana, D. Phung, and S. Venkatesh. Split-merge augmented gibbs sampling for hierarchical dirichlet processes. In 17th Pacific-Asia Conference on Knowledge Discovery and Data Mining, PAKDD'13, 2013.

The Hierarchical Dirichlet Process (HDP) model is an important tool for topic analysis. Inference can be performed through a Gibbs sampler using the auxiliary variable method. We propose a split-merge procedure to augment this method of inference, facilitating faster convergence. Whilst the incremental Gibbs sampler changes topic assignments of each word conditioned on the previous observations and model hyper-parameters the split-merge sampler changes the topic assignments over a group of words in a single move. This allows efficient exploration of state space. We evaluate the proposed sampler on a synthetic test set and two benchmark document corpus and show that the proposed sampler enables the MCMC chain to converge faster to the desired stationary distribution.

bib | .pdf ]