Efficient inference for dynamic topic modeling with large vocabularies.

Dynamic topic modeling is a well established tool for capturing the temporal dynamics of the topics of a corpus. In this work, we develop a scalable dynamic topic model by utilizing the correlation among the words in the vocabulary. By correlating previously independent temporal processes for words, our new model allows us to reliably estimate the topic representations containing less frequent words. We develop an amortised variational inference method with self-normalised importance sampling approximation to the word distribution that dramatically reduces the computational complexity and the number of variational parameters in order to handle large vocabularies. With extensive experiments on text datasets, we show that our method significantly outperforms the previous works by modeling word correlations, and it is able to handle real world data with a large vocabulary which could not be processed by previous continuous dynamic topic models.