mlpack_gmm: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/bin/mlpack_gmm - from package: mlpack-bin

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/bin/mlpack_gmm - from package: mlpack-bin

You may install the required package with command apt-get install {package}

Error in other languages:
mlpack_gmm: bevel nie gevind nie
mlpack_gmm: comandă negăsită
mlpack_gmm: comando não encontrado
mlpack_gmm: commande introuvable
mlpack_gmm: command not found
mlpack_gmm: käsku ei ole
mlpack_gmm: không tìm thấy lệnh
mlpack_gmm: komanda nerasta
mlpack_gmm: Kommando nicht gefunden.
mlpack_gmm: kommandot finns inte
mlpack_gmm: komut yok
mlpack_gmm: nie znaleziono polecenia
mlpack_gmm: níor aimsíodh an t-ordú
mlpack_gmm: no se encontró la orden
mlpack_gmm: no s'ha trobat l'ordre
mlpack_gmm: opdracht niet gevonden
mlpack_gmm: parancs nem található
mlpack_gmm: perintah tidak ditemukan
mlpack_gmm: príkaz nenájdený
mlpack_gmm: příkaz nenalezen
mlpack_gmm: команда не найдена
mlpack_gmm: командата не е открита
mlpack_gmm: 命令找不到
mlpack_gmm: コマンドが見つかりません