The name is absent



65

(b) Given K and φ, generate a new set of parameters (β*,δ*) from the distributions

p(∕3⅛ I N, φ, K) — Ga I βk Sβ +    М2, sβtβ + ^i

for к — 1,..., K,


iesk

¼sk


and

p(⅞∣N,φ,K) = Gα


s<s + Мз, ^s + Σ√


ieSk             iξSk


for к = 1,..., K.


(d) Update the total mass parameter a:

(1) let a denote the currently imputed parameter value. Generate η ~ Beta(a+
l,n)
and,

(2) sample the new value of a from

p(a I K, η) =πηGa(a aa + K,ba- log η)

+(1 - 7Γη)Gα(α ∣ aa + K - l,ftɑ - Iogr?),

where,

7Γη        ɑɑ ∣- ɪ

1 - π4   n(ba - log 77)

(e) Update hyperparameters of G0- Simulate from the complete conditional posterior
distributions,

p(tβ I M β↑-, ∙ ∙ ∙, β*κ) — Ga I tβ atg + Ksp, btfj + Sβ fik i ■

⅛=ι

p(tδ I K,δ*1,.


.., δ*κ) = Ga t<5 ats + Ksδ, bts + sδ∑δ*k

fc=l

(f) Finally, update μi and the hyperparameter tμ:

p(μ∙i I N, tμ,βi, δβ — Ga{μi Nn + Na +    + sμ, 1 + ∕¾ + δi + sμtμ}.

p(tμ μ1,...,μn) = Ga I tμ a + nsμ,

In order to avoid the chain to get “trapped” we reinitialize the configuration every
10,000 Gibbs sampling iterations with
K — n getting new values for (∕3J, jɪ ),..., (∕3*, J*)
by resampling from (3.4.2) without changing the values of the remaining parameters.



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