A simple example of Dirichlet process mixture inconsistency for the number of components

@inproceedings{Miller2013ASE,
  title={A simple example of Dirichlet process mixture inconsistency for the number of components},
  author={Jeffrey W. Miller and Matthew T. Harrison},
  booktitle={NIPS},
  year={2013}
}
For data assumed to come from a finite mixture with an unknown number of components, it has become common to use Dirichlet process mixtures (DPMs) not only for density estimation, but also for inferences about the number of components. The typical approach is to use the posterior distribution on the number of clusters — that is, the posterior on the number of components represented in the observed data. However, it turns out that this posterior is not consistent — it does not concentrate at the… CONTINUE READING
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