Infinite Gaussian Mixture Model Details: * Dirichlet Process (Stick-Breaking Representation) * Variational EM (Truncate variational distribution) Reference: Variational Inference for Dirichlet Process Mixtures David M. Blei, Michael I. Jordan Bayesian Analysis (2006) http://www.cs.princeton.edu/~blei/papers/BleiJordan2004.pdf Jacob's matlab library for Gaussian Dirichlet Process Mixture Models (DPMMs). Jacob Eisenstein 2012 https://github.com/jacobeisenstein/DPMM/tree/master/vdpmm Note that the variable names are followed from Blei's paper To-do: Truncation-free Stochastic Variational Inference for Bayesian Nonparametric Models Chong Wang, David M. Blei NIPS 2012 http://www.cs.cmu.edu/~chongw/papers/WangBlei2012-nips.pdf