Component Reduction for Gaussian Mixture Models

The mixture modeling framework is widely used in many applications. In this paper, we propose a component reduction technique, that collapses a Gaussian mixture model into a Gaussian mixture with fewer components. The EM (Expectation-Maximization) algorithm is usually used to fit a mixture model to data. Our algorithm is derived by extending mixture model learning using the EM-algorithm. In this extension, a difficulty arises from the fact that some crucial quantities cannot be evaluated analytically. We overcome this difficulty by introducing an effective approximation. The effectiveness of our algorithm is demonstrated by applying it to a simple synthetic component reduction task and a phoneme clustering problem.