neal.hpp File Reference

Neal's Algorithm 3 implementation for collapsed Gibbs sampling. More...

#include "../utils/Sampler.hpp"

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Classes
class	Neal3
	Implementation of Neal's Algorithm 3 for collapsed Gibbs sampling. More...

Detailed Description

Neal's Algorithm 3 implementation for collapsed Gibbs sampling.

This file contains the implementation of Neal's Algorithm 3, a standard collapsed Gibbs sampler for Bayesian nonparametric mixture models. The algorithm provides efficient sequential updates for cluster assignments with automatic cluster creation and deletion.

Author

Filippo Galli

Date

2025