AbstractModel‐based clustering is an increasingly popular area of cluster analysis that relies on probabilistic description of data by means of finite mixture models. Mixture distributions prove to be a powerful technique for modeling heterogeneity in data. In model‐based clustering, each data group is seen as a sample from one or several mixture components. Despite attractive interpretation, model‐based clustering poses many challenges. This paper discusses some of the most important problems a researcher might encounter while applying the model‐based cluster analysis.WIREs Comput Stat2013, 5:135–148. doi: 10.1002/wics.1248This article is categorized under:Statistical Learning and Exploratory Methods of the Data Sciences > Clustering and ClassificationStatistical and Graphical Methods of Data Analysis > Density Estimation