Performance of Bayesian Model Selection Criteria for Gaussian Mixture Models 1 Russell J. Steele McGill University Adrian E. Raftery University of Washington Technical Report no. 559 Department of Statistics University of Washington September 11, 2009 1 Russell J. Steele is Associate Professor of Mathematics and Statistics, McGill University, 805 Sherbrooke O., Montreal, PQ, Canada H3A 2K6; email: steele@math.mcgill.ca; web: www.math.mcgill.ca/ steele. Adrian E. Raftery is Blumstein-Jordan Professor of Statis- tics and Sociology, University of Washington, Box 354322, Seattle, WA 98195-4322; email: raftery@stat.washington.edu; web: www.stat.washington.edu/raftery. Raftery’s research was supported by NICHD grant HD-054511, NIGMS grant GM-084163 and NSF grant ATM- 0724721. The authors are grateful to Matthew Stephens for helpful discussions.