Variational Inference for Stick-Breaking Beta Process Priors

John W. Paisley, Lawrence Carin, David M. Blei

Abstract: We present a variational Bayesian inference algorithm for the stick-breaking construction of the beta process. We derive an alternate representation of the beta process that is amenable to variational inference, and present a bound relating the truncated beta process to its infinite counterpart. We assess performance on two matrix factorization problems, using a non-negative factorization model and a linear-Gaussian model.