Variational inference for Gaussian mixture models.
Based on the equations for variational inference of Gaussian mixture models in Chapter 10 of Pattern Recognition and Machine Learning (by Chris Bishop, 2006).
Code can be adapted for Gaussian data of any number of dimensions (though visualisation will be tricky of course).
You can see a video of the output of this code here: http://www.youtube.com/watch?v=jijtOcVl0Kw