1. A Bayes mixture density calculator operable in response to a sequence of vectors x n &equals;(x 1, x 2,..., x n ) selected from a vector value set &khgr; to produce a Bayes mixture density on occurrence of the x n, comprising: a probability density calculator, supplied with a sequence of data x t and a vector value parameter u, for calculating a probability density for the x t, p(x t &verbar;u); a Bayes mixture calculator for calculating a first approximation value of a Bayes mixture density p w (x n ) on the basis of a prior distribution w(u) predetermined by the probability density calculator to produce the first approximation value; an enlarged mixture calculator for calculating a second approximation value of a Bayes mixture m(x n ) on exponential fiber bundle in cooperation with the probability density calculator to produce the second approximation value; and a whole mixture calculator for calculating (1−&egr;)p w (x n )&plus;&egr;·m(x n ) to produce a calculation result by mixing the first approximation value of the ) Bayes mixture density p w (x n ) with a part of the second approximation value of the Bayes mixture m(x n ) at a rate of 1−&egr;:&egr; to produce the calculation result where &egr; is a value smaller than unity.