MCMC Sampling Estimation of Poisson-Dirichlet Process Mixture Models

Algorithm 3

Gibbs sampling under multigroup.

 Step 1. Initializeand;

 Step 2. At round, for all,

  (i) arbitrarily selection initial values for and

  (ii) update with Algorithm 2 to produce ;

 Step 3. Obtainandaccording to (10).