Department of Mathematics
 Search | Help | Login | pdf version | printable version

Math @ Duke



Publications [#340937] of David B. Dunson


Papers Published

  1. Zhao, S; Engelhardt, BE; Mukherjee, S; Dunson, DB, Fast Moment Estimation for Generalized Latent Dirichlet Models, Journal of the American Statistical Association, vol. 113 no. 524 (October, 2018), pp. 1528-1540 [doi]
    (last updated on 2019/05/23)

    © 2018, © 2018 American Statistical Association. We develop a generalized method of moments (GMM) approach for fast parameter estimation in a new class of Dirichlet latent variable models with mixed data types. Parameter estimation via GMM has computational and statistical advantages over alternative methods, such as expectation maximization, variational inference, and Markov chain Monte Carlo. A key computational advantage of our method, Moment Estimation for latent Dirichlet models (MELD), is that parameter estimation does not require instantiation of the latent variables. Moreover, performance is agnostic to distributional assumptions of the observations. We derive population moment conditions after marginalizing out the sample-specific Dirichlet latent variables. The moment conditions only depend on component mean parameters. We illustrate the utility of our approach on simulated data, comparing results from MELD to alternative methods, and we show the promise of our approach through the application to several datasets. Supplementary materials for this article are available online.
ph: 919.660.2800
fax: 919.660.2821

Mathematics Department
Duke University, Box 90320
Durham, NC 27708-0320