Thanks for the ideas. I will need some time to get into these things, since it’s also not directly my specialisation.
I’m really sorry, I am not able to provide additional information. I got some research background, however, it was a long time ago in the field of competition law.
On a first glance, I cannot find functions in the GaussianMixture model, where I can submit two datasets, one which implies the sample probability and another with the data of interest.
At first, I was reluctant with providing the link to the GaussianMixtures.jl package, however, I decided to edit the post due to the nature of your question. I also added that I guess there might be some other packages probably better suited for your problem.