Skip to yearly menu bar Skip to main content


Poster

An Efficient Sequential Monte Carlo Algorithm for Coalescent Clustering

Dilan Gorur · Yee Whye Teh


Abstract:

We propose an efficient sequential Monte Carlo inference scheme for the recently proposed coalescent clustering model (Teh et al, 2008). Our algorithm has a quadratic runtime while those in (Teh et al, 2008) is cubic. In experiments, we were surprised to find that in addition to being more efficient, it is also a better sequential Monte Carlo sampler than the best in (Teh et al, 2008), when measured in terms of variance of estimated likelihood and effective sample size.

Live content is unavailable. Log in and register to view live content