A system and method for generating staged mixture model(s) is provided. The staged mixture model includes a plurality of mixture components each having an associated mixture weight, and, an added mixture component having an initial structure, parameters and associated mixture weight. The added mixture component is modified based, at least in part, upon a case that is undesirably addressed by the plurality of mixture components using a structural expectation maximization (SEM) algorithm to modify at the structure, parameters and/or associated mixture weight of the added mixture component.The staged mixture model employs a data-driven staged mixture modeling technique, for example, for building density, regression, and classification model(s). The basic approach is to add mixture component(s) (e.g., sequentially) to the staged mixture model using an SEM algorithm.