  Data clustering has received a lot of attention and numerous methods,
algorithms and software packages are available. Among these techniques,
parametric finite-mixture models play a central role due to their interesting
mathematical properties and to the existence of maximum-likelihood estimators
based on expectation-maximization (EM). In this paper we propose a new mixture
model that associates a weight with each observed point. We introduce the
weighted-data Gaussian mixture and we derive two EM algorithms. The first one
considers a fixed weight for each observation. The second one treats each
weight as a random variable following a gamma distribution. We propose a model
selection method based on a minimum message length criterion, provide a weight
initialization strategy, and validate the proposed algorithms by comparing them
with several state of the art parametric and non-parametric clustering
techniques. We also demonstrate the effectiveness and robustness of the
proposed clustering technique in the presence of heterogeneous data, namely
audio-visual scene analysis.
