We present a framework for online inference in the presence of a nonexhaustively defined set of classes that incorporates supervised classification with class discovery and modeling. A Dirichlet process prior (DPP) model defined over class distributions ensures that both known and unknown class distributions originate according to a common base distribution. In an attempt to automatically discover potentially interesting class formations, the prior model is coupled with a suitably chosen data model, and sequential Monte Carlo sampling is used to perform online inference. Our research is driven by a biodetection application, where a new class of pathogen may suddenly appear, and the rapid increase in the number of samples originating from this class indicates the onset of an outbreak.

In a Bayesian mixture model it is not necessary a priori to limit the number of components to be finite. In this paper an infinite Gaussian mixture model is presented which neatly sidesteps the difficult problem of finding the "right" number of mixture components. Inference in the model is done using an efficient parameter-free Markov Chain that relies entirely on Gibbs sampling.

In a Bayesian mixture model it is not necessary a priori to limit the number of components to be finite. In this paper an infinite Gaussian mixture model is presented which neatly sidesteps the difficult problem of finding the "right" number of mixture components. Inference in the model is done using an efficient parameter-free Markov Chain that relies entirely on Gibbs sampling.

In a Bayesian mixture model it is not necessary a priori to limit the number ofcomponents to be finite. In this paper an infinite Gaussian mixture model is presented which neatly sidesteps the difficult problem of finding the"right" number of mixture components. Inference in the model is done using an efficient parameter-free Markov Chain that relies entirely on Gibbs sampling.