In this thesis, the problem of probability density function estimation using finite mixture models is considered. Gaussian mixture modelling is used to provide a semi-parametric density estimate for a given data set. The fundamental problem with this approach is that the number of mixtures required to adequately describe the data is not known in advance. In this work, a predictive validation technique [91] is studied and developed as a useful, operational tool that automatically selects the number of components for Gaussian mixture models. The predictive validation test approves a candidate model if, for the set of events they try to predict, the predicted frequencies derived from the model match the empirical ones derived from the data set. A model selection algorithm, based on the validation test, is developed which prevents both problems of over-fitting and under-fitting. We investigate the influence of the various parameters in the model selection method in order to develop it into a robust operational tool. The capability of the proposed method in real world applications is examined on the problem of face image segmentation for automatic initialisation of lip tracking systems. A segmentation approach is proposed which is based on Gaussian mixture modelling of the pixels RGB values using the predictive validation technique. The lip region segmentation is based on the estimated model. First a grouping of the model components is performed using a novel approach. The resulting groups are then the basis of a Bayesian decision making system which labels the pixels in the mouth area as lip or non-lip. The experimental results demonstrate the superiority of the method over the conventional clustering approaches. In order to improve the method computationally an image sampling technique is applied which is based on Sobol sequences. Also, the image modelling process is strengthened by incorporating spatial contextual information using two different methods, a Neigh-bourhood Expectation Maximisation technique and a spatial clustering method based on a Gibbs/Markov random field modelling approach. Both methods are developed within the proposed modelling framework. The results obtained on the lip segmentation application suggest that spatial context is beneficial.