  Nonparametric Bayesian approaches to clustering, information retrieval,
language modeling and object recognition have recently shown great promise as a
new paradigm for unsupervised data analysis. Most contributions have focused on
the Dirichlet process mixture models or extensions thereof for which efficient
Gibbs samplers exist. In this paper we explore Gibbs samplers for infinite
complexity mixture models in the stick breaking representation. The advantage
of this representation is improved modeling flexibility. For instance, one can
design the prior distribution over cluster sizes or couple multiple infinite
mixture models (e.g. over time) at the level of their parameters (i.e. the
dependent Dirichlet process model). However, Gibbs samplers for infinite
mixture models (as recently introduced in the statistics literature) seem to
mix poorly over cluster labels. Among others issues, this can have the adverse
effect that labels for the same cluster in coupled mixture models are mixed up.
We introduce additional moves in these samplers to improve mixing over cluster
labels and to bring clusters into correspondence. An application to modeling of
storm trajectories is used to illustrate these ideas.
