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