Use the data augmentation labels to separate the mixture into groups. Define , and . The intended joint posterior distribution is proportional to
Summing over all allocation labels recovers the marginal mixture posterior. The Gaussian mixture Gibbs updates with independent priors follow by collecting the terms in each parameter.
For , the conditional exponent is
Completing the square gives
For , the conditional density is proportional to , hence
The independent prior on adds neither a factor nor a penalty. Finally, combining the allocation counts with the Dirichlet distribution prior gives
A Gibbs sampler successively draws from these conditionals, using the most recently updated values. An empty component has , so its mean and variance conditionals reduce to their proper priors without dividing by an undefined group sample mean.