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Nonparametric Bayesian Discrete Latent Variable Models for ...

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List of Algorithms<br />

Symbol Meaning<br />

general<br />

∝ proportional to; e.g. p(x) ∝ f(x) means p(x) is equal to f(x) times<br />

a factor that is independent of x<br />

∼ distributed according to; e.g. x ∼ F (x | θ) means x has distribution F (θ)<br />

⊗ elementwise multiplication<br />

δθ(·) probability measure concentrated at θ<br />

A\B set difference<br />

D dimension of input space<br />

DKL(pq) the KL divergence between the density p and q<br />

E f(φ) <br />

expectation of function f taken with respect to the distribution of φ<br />

HN<br />

Nth harmonic number, HN = N<br />

i=1 1/i<br />

I(A) the indicator function <strong>for</strong> a measurable set A;<br />

I(A) = 1 if A is true, 0 otherwise<br />

L( ˆ φ, φ) loss encountered by predicting ˆ φ when the true value is φ<br />

L(X | Θ) likelihood of the parameter(s) Θ <strong>for</strong> the data points X<br />

N number of training points<br />

xi<br />

ith data point<br />

X data matrix containing the set of observations {x1, . . . , xN}<br />

DP<br />

D(α1, . . . , αk) k-dimensional Dirichlet distribution<br />

DP (α, G0) Dirichlet process with concentration parameter α and base distribution G0<br />

ci<br />

indicator variable <strong>for</strong> xi showing the component assignment<br />

c set of all indicator variables {c1, . . . , cN}<br />

{θi} n 1 sequence of random variables θi, i = 1, . . . , n<br />

θi<br />

parameter associated with xi<br />

θ−i<br />

set of all parameters other than i<br />

φk<br />

parameter associated with kth component (feature)<br />

πk<br />

mixing proportion <strong>for</strong> the kth mixture component<br />

nk<br />

the number of data points assigned to component k<br />

n.

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