The Data Availability Statement for this paper is incorrect. The correct Data Availability Statement is: Data are available at Figshare (http://figshare.com/articles/A_Fast_Incremental_Gaussian_Mixture_Model/1552030). The MNIST data set is available at (http://yann.lecun.com/exdb/mnist/) and the CIFAR10 data set is available at (http://www.cs.toronto.edu/~kriz/cifar.html). The software binaries and source code are deposited to GitHub (https://github.com/rafaelcp/figmn).