Behaviour analysis and anomaly detection are key components of intelligent vision systems. Anomaly detection can be considered from two perspectives: abnormal events can be defined as those that violate typical activities or as a sudden change in behaviour. Topic modeling and change point detection methodologies, respectively, are employed to achieve these objectives.The thesis starts with development of novel learning algorithms for a dynamic topic model. Topics extracted by the learning algorithms represent typical activities happening within an observed scene. These typical activities are used for likelihood computation. The likelihood serves as a normality measure in anomaly detection decision making. A novel anomaly localisation procedure is proposed. In the considered dynamic topic model a number of topics, i.e., typical activities, should be specified in advance. A novel dynamic nonparametric hierarchical Dirichlet process topic model is then developed where the number of topics is determined from data. Conventional posterior inference algorithms require processing of the whole data through several passes. It is computationally intractable for massive or sequential data. Therefore, batch and online inference algorithms for the proposed model are developed. A novel normality measure is derived for decision making in anomaly detection. The latter part of the thesis considers behaviour analysis and anomaly detection within the change point detection methodology. A novel general framework for change point detection is introduced. Gaussian process time series data is considered and a change is defined as an alteration in hyperparameters of the Gaussian process prior. The problem is formulated in the context of statistical hypothesis testing and several tests suitable both for offline and online data processing and multiple change point detection are proposed. Theoretical properties of the proposed tests are derived based on the distribution of the test statistics. i ACKNOWLEDGMENTS