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ThunderBayes.jl

News

  • Under development & test. Pleae wait the first alpha release.

Installation

ThunderBayes.jl is available through GitHub (https://github.com/jirotubuyaki/ThunderBayes.jl/). If download from GitHub, you can use devtools by the commands:

Pkg.add(url = "https://github.com/jirotubuyaki/ThunderBayes.jl/")

Once the packages are installed, it needs to be made accessible to the current Julia session by the commands:

> using ThunderBayes

Functions

Plan

We aim to develop bayesian nonparametric package by Julia. Lots of relate scientific papers are pubilshed. We organize the papers and develop useful library. Firstly We will implement clustering methods and aim to release the first alpha version.

The academic papers for this project are below:

Clusterings

  • Nieto-Barajas, L. E., & Contreras-Cristán, A. (2014). A bayesian nonparametric approach for time series clustering. Bayesian Analysis, 9(1). https://doi.org/10.1214/13-ba852
  • Beraha, M., Guglielmi, A., & Quintana, F. A. (2021). The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions. Bayesian Analysis, 16(4). https://doi.org/10.1214/21-ba1278
  • Heller, K. A., & Ghahramani, Z. (2005). Bayesian hierarchical clustering. Proceedings of the 22nd International Conference on Machine Learning - ICML '05. https://doi.org/10.1145/1102351.1102389
  • Bacallado, S., Favaro, S., Power, S., & Trippa, L. (2021). Perfect sampling of the posterior in the hierarchical pitman–yor process. Bayesian Analysis, -1(-1). https://doi.org/10.1214/21-ba1269
  • Page, G. L., & Quintana, F. A. (2015). Predictions based on the clustering of heterogeneous functions via shape and subject-specific covariates. Bayesian Analysis, 10(2). https://doi.org/10.1214/14-ba919
  • Müller Peter. (2015). Bayesian nonparametric data analysis. Springer.

Inference

  • Ni, Y., Müller, P., Diesendruck, M., Williamson, S., Zhu, Y., & Ji, Y. (2019). Scalable Bayesian nonparametric clustering and classification. Journal of Computational and Graphical Statistics, 29(1), 53–65. https://doi.org/10.1080/10618600.2019.1624366
  • Casella, G., Mengersen, K. L., Robert, C. P., & Titterington, D. M. (2002). Perfect samplers for mixtures of distributions. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 64(4), 777–790. https://doi.org/10.1111/1467-9868.00360
  • Neal, R. M. (2003). Slice sampling. The Annals of Statistics, 31(3). https://doi.org/10.1214/aos/1056562461

Enviroment

  • Visual Studio Code - 1.68.1
  • julia - 1.7.2

Contact

Please send suggestions at issues and report bugs to okadaalgorithm@gmail.com.