Description:

This source directory contains library routines that provide alternative ways of computing generalised second order Stirling numbers used in working with Pitman-Yor and Dirichlet processes (PYP and DP). Included is examples of posterior sampling on the discount and concentration parameters of the PYP/DP.

Tested on a few versions on Ubuntu Linux and MacOSX. Requires the GSL (GNU Scientific Library) for polygamma functions.

Changes to previous version:

Version 1.1 is a restructuring to split up library and testing parts. Two new library functions are included for posterior sampling of the discount and concentration parameters. Also, the library is now more stand alone, having isolated GSL linkages into two header files.

BibTeX Entry: Download

Corresponding Paper BibTeX Entry: Download

Supported Operating Systems: Linux, Mac Os X

Data Formats: Agnostic

Tags: Pitman Yor Process, Poisson Dirichlet Process, Stirling Number

Archive: download here

Comments

Wray Buntine (on September 28, 2012, 13:54:17)

I rebuilt all the interfaces and moved some of the tricks from the earlier system into the new code. Thus the tables rebuild automatically as needed, and a float version can also be used.

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