I finally derived an expression for the Radon-Nikodym derivative of a k component finite Normal mixture model with respect to an equivalent infinite dimensional (Dirichlet process prior) mixture model; this was required for the revisions to my recursive marginal likelihood estimation paper. One half of the formula is this horrible beast of combinatorial nastiness:
Surprisingly, it actually works (i.e. gives the correct solution for a couple of well-known benchmarks) and allows me to demonstrate practically the potential for importance sample reweighting over stochastic process priors. A successful week!