Detailed Derivations of Small-Variance Asymptotics for some Hierarchical Bayesian Nonparametric Models. Huggins, J. H, Saeedi, A., & Johnson, M. J arXiv.org, 2014.
Detailed Derivations of Small-Variance Asymptotics for some Hierarchical Bayesian Nonparametric Models [link]Paper  abstract   bibtex   
In this note we provide detailed derivations of two versions of small-variance asymptotics for hierarchical Dirichlet process (HDP) mixture models and the HDP hidden Markov model (HDP-HMM, a.k.a. the infinite HMM). We include derivations for the probabilities of certain CRP and CRF partitions, which are of more general interest.
@article{HSJ-arXiv-2014,
	Abstract = {In this note we provide detailed derivations of two versions of small-variance asymptotics for hierarchical Dirichlet process (HDP) mixture models and the HDP hidden Markov model (HDP-HMM, a.k.a. the infinite HMM). We include derivations for the probabilities of certain CRP and CRF partitions, which are of more general interest.},
	Author = {Huggins, Jonathan H and Saeedi, Ardavan and Johnson, Matthew J},
	Date-Added = {2015-01-06 15:35:01 +0000},
	Date-Modified = {2015-01-06 16:10:37 +0000},
	Journal = {arXiv.org},
	Keywords = {Bayesian non-parametrics},
	Title = {Detailed Derivations of Small-Variance Asymptotics for some Hierarchical Bayesian Nonparametric Models},
	Url = {http://arxiv.org/abs/1501.00052},
	Volume = {arXiv:1501.00052 [stat.ML]},
	Year = {2014},
	Bdsk-Url-1 = {http://arxiv.org/abs/1501.00052}}

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