There was mention of TDP (blocked Gibbs higher up in the paper) vs
collapsed Gibbs sampling - both mentioned burn-in and lag. I was under
the impression you would have to be using one of these two to do the
computation, see page 137 of the paper just below the pictures, second
paragraph
http://www.cs.berkeley.edu/~jordan/papers/blei-jordan-ba.pdf

I could be mistaken though, this paper is pretty gnarly!

As far as handling missing values, that is an API concern that has not
been fleshed out yet. So I would not concentrate on it at this time,
other algorithms like low rank matrix completion would need to figure
this out before having the potential to be added. AKA what Andy said
(so fast at email!)

On Wed, Mar 25, 2015 at 3:00 PM, Wei Xue <xuewe...@gmail.com> wrote:
> Ha, I just get confused about the sampling in DPGMM :).
>
>
> Wei Xue
>
> On Wed, Mar 25, 2015 at 2:57 PM, Andreas Mueller <t3k...@gmail.com> wrote:
>>
>>
>>
>> On 03/24/2015 09:44 PM, Kyle Kastner wrote:
>> >
>> > Will users be allowed to set/tweak the burn-in and lag for the sampler
>> > in the DPGMM?
>> >
>> This is variational!
>>
>>
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