@manuel | are you sure that the code is working as indented with edward 1.3.3?
You are correct. It’s the development version of Edward that runs it successfully and not 1.3.3.
@DPmodeler | I tried the code from @dustin on a small dataset generated from a mixture of two Gaussians (with n=1), and the results are completely random. Do you have any idea what I am doing wrong or what is going wrong here?
This issue is not related. ed.KLqp (black box methods for variational inference) are known not to work well with Dirichlet and Gamma distributions. I recommend using an alternative algorithm.