Bayesian Nonparametrics
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This page contains resources about Bayesian Nonparametrics and Bayesian Nonparametric Models.
A distinction should be made between Models and Methods (which might be applied on or using these Models).
Subfields[edit]
See Category:Bayesian Nonparametrics for some of its subfields.
- Nonparametric Bayesian Models
- Gamma Process Nonnegative Matrix Factorization (GaP-NMF) Model
- Gaussian Process
- Dirichlet Process
- Chinese Restaurant Process (CRP)
- Chinese Restaurant Franchise (CRF)
- Indian Buffet Process (IBP)
- Pitman–Yor Process
- Hierarchical Dirichlet Process (HDP)
- Mixture of Dirichlet Processes (MDP)
- Dirichlet Processes Mixture Model (DPMM)
- CRP Mixture Model
- IBP Latent Factor Model
- Latent Dirichlet Allocation (LDA)
- Levy Process
- Bernoulli Process
- Completely Random Measures
- Poisson Random Measure / Poisson Point Process
- Gamma Process
- Beta Process / Beta-Bernoulli Process
- Stable Process
- Polya Trees
- Polya's Urn Process
- Hoppe's Urn Process
- Stick Breaking Process
- Nonparametric Bayesian Methods
- Consistency
- Contraction rates
Online Courses[edit]
Video Lectures[edit]
- Bayesian Nonparametrics by Yee Whye Teh - VideoLectures.Net
- Nonparametric Bayesian Models by Yee Whye Teh - VideoLectures.Net
- Dirichlet Processes, Chinese Restaurant Processes, and all that - VideoLectures.Net
- Foundations of Nonparametric Bayesian Models by Peter Orbanz - VideoLectures.Net
Lecture Notes[edit]
- Bayesian Nonparametrics by Peter Orbanz
- Bayesian Nonparametrics by David M. Blei
- Advanced Methods in Probabilistic Modeling BY David M. Blei
- Topics in Probability: Lévy Processes by Davar Khoshnevisan
- Nonparametric Bayesian Methods (Dirichlet Process Mixtures) by Jun Zhu
- Nonparametric Bayesian methods (Dirichlet processes) by Kurt Miller
- CRiSM Master Class Non-Parametric Bayes by David Dunson and Harry van Zanten
Books and Book Chapters[edit]
- Küchler, U., & Sorensen, M. (1997). Exponential families of stochastic processes. Springer Science & Business Media.
- Dey, D. D., MuIler, P., & Sinha, D. (Eds.). (1998). Practical nonparametric and semiparametric Bayesian statistics (Vol. 133). Springer Science & Business Media.
- Ghosh, J. K., & Ramamoorthi, R. V. (2003). Bayesian Nonparametrics.Springer Series in Statistics. Springer-Verlag, New York, 16, 37.
- Gorur, D. (2007). Nonparametric Bayesian Discrete Latent Variable Models for Unsupervised Learning. PhD Diss. Technical University of Berlin.
- Koller, D., & Friedman, N. (2009). "Section 19.5: Learning Models with Hidden Variables ". Probabilistic Graphical Models. MIT Press.
- Hjort, N. L., Holmes, C., Muller, P., & Walker, S. G. (Eds.). (2010). Bayesian Nonparametrics. Cambridge University Press.
- Orbanz, P., & Teh, Y. W. (2011). Bayesian Nonparametric Models. In Encyclopedia of Machine Learning (pp. 81-89). Springer US.
- Murphy, K. P. (2012). Machine Learning: A Probabilistic Perspective. Chapter 25: Clustering. MIT Press.
- Jordan, M. I. (2013). Hierarchical models, nested models and completely random measures. Frontiers of Statistical Decision Making and Bayesian Analysis: in Honor of James O. Berger. New York: Springer, 207-218.
- Theodoridis, S. (2015). "Section 13.12: Nonparametric Bayesian Modeling". Machine Learning: A Bayesian and Optimization Perspective. Academic Press.
- Muller, P., Quintana, F. A., Jara, A., & Hanson, T. (2015). Nonparametric Bayesian Data Analysis. New York: Springer.
- Phadia, E. G. (2015). Prior Processes and Their Applications: Nonparametric Bayesian Estimation. Springer.
- Mitra, R., & Muller, P. (Eds.). (2015). Nonparametric Bayesian Inference in Biostatistics. Springer.
- Goodman, N. D., & Tenenbaum, J. B. (2016). "Chapter 12: Non-parametric models". Probabilistic Models of Cognition. 2nd Ed. (link)
- Ghosal, S., & Van der Vaart, A. (2017). Fundamentals of nonparametric Bayesian inference. Cambridge University Press.
Scholarly Articles[edit]
See also NPBayes 2008 for more references.
- Damien, P. (2005). Some Bayesian Nonparametric Models. Handbook of statistics, 25, 279-314.
- Hanson, T. E., Branscum, A. J., & Johnson, W. O. (2005). Bayesian nonparametric modeling and data analysis: an introduction. Handbook of statistics, 25, 245-278.
- Walker, S. (2005). Bayesian Nonparametric Inference. Handbook of statistics, 25, 339-371.
- Sudderth, E.B. (2006). Graphical Models for Visual Object Recognition and Tracking. Ph.D. dissertation, Massachusetts Institute of Technology.
- Görür, D. (2007). Nonparametric Bayesian Discrete Latent Variable Models for Unsupervised Learning. Ph.D. dissertation, Max Planck Institute for Biological Cybernetics.
- Thibaux, R. J. (2008). Nonparametric Bayesian Models for Machine Learning. Ph.D. dissertation, Department of Statistics, University of California, Berkeley.
- Frigyik, B. A., Kapila, A., & Gupta, M. R. (2010). Introduction to the dirichlet distribution and related processes. Department of Electrical Engineering, University of Washington. UWEETR-2010-0006.
- Gershman, S. J., & Blei, D. M. (2012). A tutorial on Bayesian Nonparametric Models. Journal of Mathematical Psychology, 56(1), 1-12.
- Ghahramani, Z. (2013). Bayesian non-parametrics and the probabilistic approach to modelling. Phil. Trans. R. Soc. A, 371, 20110553.
Tutorials[edit]
- Infinite Mixture Models with Nonparametric Bayes and the Dirichlet Process by Edwin Chen
- Dirichlet Processes by Emin Orhan
- Dirichlet Processes: A Gentle Tutorial by Khalid El-Arini
- Dirichlet processes, Chinese restaurant processes and all that by Michael Jordan - NIPS 2005
- Non-parametric Bayesian Methods by Zoubin Ghahramani - UAI 2005
- Machine Learning from a Nonparametric Bayesian Point of View by Michael Jordan (Youtube) - Rutgers 2008
- An Introduction to Bayesian Nonparametric Modelling by Yee Whye Teh - Toronto 2009
- An Introduction to Bayesian Nonparametric Modelling by Yee Whye Teh - MSR 2009
- An Introduction to Bayesian Nonparametrics by Yee Whye Teh - 2009
- An Introduction to Bayesian Nonparametric Modelling by Yee Whye Teh - MLSS 2009
- Bayesian Nonparametrics by Yee Whye Teh - CIMAT 2010
- Bayesian Nonparametrics by Yee Whye Teh - KAIST 2010
- Introduction to Bayesian Nonparametrics by Yee Whye Teh - MLSS September 2011
- An Introduction to Bayesian Nonparametric Modelling by Yee Whye Teh - MLSS June 2011
- Modern Bayesian nonparametrics by P Orbanz and YW Teh (Youtube) - NIPS 2011
- Probabilistic Modelling, Machine Learning, and the Information Revolution by Zoubin Ghahramani - 2012
- Bayesian Nonparametrics: Models Based on the Dirichlet Process by Alessandro Panella - 2013
Software[edit]
- Edward: A library for probabilistic modeling, inference, and criticism - Python with TensorFlow
- Edward2 - Python with TensorFlow
- Pyro - Python with PyTorch
- NPBayesHMM - Nonparametric Bayesian Inference for Sequential Data in MATLAB
- DPackage - R
- DIRECT - R
- profdpm - R
- bnpy - Python (Bitbucket)
- bnpy - Python (Github)
- PyMC3 - Python with Theano
- datamicroscopes - Python
- Nonparametric Bayesian Mixture - MATLAB and C
- Hierarchical Bayesian compiler
- Adaptor grammars
- The MIT-Church project
- Infer.NET - Developed by Microsoft Research
- OpenBUGS - Bayesian Inference Using Gibbs Sampling
- DPMM - MATLAB. Sampling (MCMC) and variational.
- Variational Gaussian DPMM - MATLAB
- DPVC - MATLAB
- IDP - MATLAB and R
- BNPgraph - MATLAB
See also[edit]
Other Resources[edit]
- Tutorials on Bayesian Nonparametrics
- Dirichlet Process: Practical course - MATLAB
- notes-on-dirichlet-processes - IPython notebooks explaining DPs, HDPs, and LDA
- Clustering with Dirichlet process mixtures - MATLAB practical
- List of papers on Nonparametric Bayes by Yee Whye Teh
- List of papers on Bayesian Nonparametrics by Michael Jordan
- List of papers in Bayesian Nonparametric by Dan Roy
- NPBayes 2008 - Nonparametric Bayes Workshop at ICML/UAI/COLT 2008
- NPBayes 2009
- Course notes on Bayesian Nonparametrics by Athanasios Kottas
- Bayesian machine learning - Metacademy
- Dirichlet Process, Infinite Mixture Models, and Clustering - Python and R
- Introduction to Bayesian Nonparametrics - blog post
- Non-parametric Bayesian Models - Zoubin Ghahramani
- All of Bayesian Nonparametrics (Especially the Useful Bits) - NIPS 2018 Workshop
- Nonparametric Bayes - Collection of review articles and tutorials