Matrix-Variate Dirichlet Process Mixture Models

@inproceedings{Zhang2010MatrixVariateDP,
  title={Matrix-Variate Dirichlet Process Mixture Models},
  author={Zhihua Zhang and Guang Dai and Michael I. Jordan},
  booktitle={AISTATS},
  year={2010}
}
We are concerned with a multivariate response regression problem where the interest is in considering correlations both across response variates and across response samples. In this paper we develop a new Bayesian nonparametric model for such a setting based on Dirichlet process priors. Building on an additive kernel model, we allow each sample to have its own regression matrix. Although this overcomplete representation could in principle sufier from severe overfltting problems, we are able to… CONTINUE READING