2D infinite Gaussian mixture model

Implementation of Rasmussen's infinite Gaussian Mixture model for two dimensional data sets

This is a little script which was designed for educational purposes. It runs out of the box and generates a random data set of 2D Gaussian mixtures and visualizes the inference process with an infinite Gaussian mixture model.

References:

* Carl Edward Rasmussen: The infinite Gaussian mixture model -> http://www.kyb.mpg.de/fileadmin/user_upload/files/publications/pdfs/pdf2299.pdf