An iterative algorithm for BYY learning on Gaussian mixture with automated model selection

Under the Bayesian Ying-Yang (BYY) learning theory, a harmony function has been developed for a BI-architecture of the BYY system corresponding to Gaussian mixture model and its maximization leads to the parameter learning with automated model selection. This paper proposes an iterative algorithm to implement the maximization of the harmony function. Furthermore, the iterative algorithm is demonstrated by some simulations.