MCMC Sampling Estimation of Poisson-Dirichlet Process Mixture Models

Algorithm 1

Estimation procedure.

(1)	The procedure begins with certain appropriately set initial valuesat round 0.
(2)	Having computedat round, the-th round proceeds in the following steps:
	(a) Start from certain initial values of the latent variable and produce a sequence of by certain MCMC method for a sufficiently large positive integer .
	(b) Compute by (5) and by (6) for every .
	(c) End by assigning a new set of values
to the parameters .
(3)	Repeat the algorithm until the sequenceis stable.