Hierarchical clustering of a mixture model

In this paper we propose an efficient algorithm for reducing a large mixture of Gaussians into a smaller mixture while still preserv- ing the component structure of the original model; this is achieved by clustering (grouping) the components. The method minimizes a new, easily computed distance measure between two Gaussian mixtures that can be motivated from a suitable stochastic model and the iterations of the algorithm use only the model parameters, avoiding the need for explicit resampling of datapoints. We demon- strate the method by performing hierarchical clustering of scenery images and handwritten digits.