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Add the new BayesianGaussianMixture class.
Add the test file for the BayesianGaussianMixture.
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sklearn/mixture/__init__.py

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from .dpgmm import DPGMM, VBGMM
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from .gaussian_mixture import GaussianMixture
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from .bayesian_mixture import BayesianGaussianMixture
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__all__ = ['DPGMM',
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'distribute_covar_matrix_to_match_covariance_type',
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'log_multivariate_normal_density',
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'sample_gaussian',
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'GaussianMixture']
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'GaussianMixture',
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'BayesianGaussianMixture']

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