Bayesian_GMM (09/20/16)

Introduction

My implementation of Bayesian GMM using Collapsed Gibbs Sampling. This is a warm-up for implementing DP-GMM.

Reference

• K. P. Murphy, Machine Learning: A Probabilistic Perspective. Cambridge, MA: MIT Press, 2012.
• H. Kamper, Gibbs sampling for fitting finite and infinite Gaussian mixture models, 2013