Bayes GMM: Bayesian Gaussian Mixture Models

Overview

Both the finite Bayesian Gaussian mixture model (FBGMM) and infinite Gaussian mixture model (IGMM) are implemented using collapsed Gibbs sampling.

Examples and testing code

• Run make test to run unit tests.
• Run make test_coverage to check test coverage.
• Look at the examples in the examples/ directory.

Dependencies

• NumPy and SciPy: http://www.numpy.org/

References and notes

If you use this code, please cite:

• H. Kamper, A. Jansen, S. King, and S. Goldwater, "Unsupervised lexical clustering of speech segments using fixed-dimensional acoustic embeddings", in SLT, 2014.

In the code, references are made to the following:

• K. P. Murphy, "Conjugate Bayesian analysis of the Gaussian distribution," 2007, [Online]. Available: http://www.cs.ubc.ca/~murphyk/mypapers.html

• K. P. Murphy, Machine Learning: A Probabilistic Perspective. Cambridge, MA: MIT Press, 2012.

• F. Wood and M. J. Black, "A nonparametric Bayesian alternative to spike sorting," Journal of Neuroscience Methods, 2008.

Some notes on the mathematical details can also be found at:

• http://www.kamperh.com/notes/kamper_bayesgmm13.pdf