This package has been written by Yee Whye Teh for the articles MCMC for Normalized Random Measure Mixture Models and On a class of σ-stable Poisson–Kingman models and an effective marginalized sampler. The folder src/nrmix is related to the first article and src/qmixto the second article. This package has been cleaned and uploaded by Emile Mathieu.

Check also the (partial) Julia port of this package.

Do not hesitate to create pull requests for enhancements or to open issues.

Requirements:

• Java JDK [1.8.x] (Can be found on Oracle website)

In a terminal:

git clone https://github.com/emilemathieu/NRMMM.git

• Marginalized Samplers:
  • Neal’s Algorithm 8 generalized
  • The Reuse algorithm
• Conditional Slice Sampler

You can run the Reuse conditional sampler on the galaxy dataset modelled as a mixtures of Gaussian with a normalized generalized Gamma prior:

cd out/artifacts/BNPMix_jar
java -cp BNPMix.jar nrmix.galaxy

With IntelliJ:

• File > New > Project from Existing Sources... > Navigate to the NRMMM folder > Open
• File > Project Structure > Project Settings > Artifacts > Click green plus sign > Jar > From modules with dependencies... > Extract to the target Jar > Ok
• Build > Build Artifact...

• Favaro, Teh, MCMC for Normalized Random Measure Mixture Models, 2013
• Favaro, Lomeli, Teh, On a class of σ-stable Poisson–Kingman models and an effective marginalized sampler, 2015