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Classification of time-varying electrophysiological signals is an important problem in the development of brain-computer interfaces (BCIs). Designing adaptive classifiers is a potential way to address this task. In this paper, Bayesian classifiers with Gaussian mixture models (GMMs) are adopted as the decision rule to classify electroencephalogram (EEG) signals. The stochastic approximation method (SAM) is used as the specific gradient descent method for updating the parameters of mean values and covariance matrices in the distribution of GMMs, where the parameters are simultaneously updated in a batch mode. Experimental results using data from a BCI show that the stochastic approximation method is effective for EEG classification tasks.