Logo: Max Planck Institute for Biological Cybernetics

 

Rasmussen, C. E.: The Infinite Gaussian Mixture Model. Advances in Neural Information Processing Systems 12, 554-560. (Eds.) Solla, S. A., T. K. Leen and K. R. Müller, MIT Press (2000)
 
 
     
 
 
Abstract:

In a Bayesian mixture model it is not necessary a priori to limit the number of components to be finite. In this paper an infinite Gaussian mixture model is presented which neatly sidesteps the difficult problem of finding the ``right'' number of mixture components. Inference in the model is done using an efficient parameter-free Markov Chain that relies entirely on Gibbs sampling.