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Linear Discriminant Analysis

Linear Discriminant Analysis Estimate Gaussian Distributions I In practice, we need to estimate the Gaussian distribution. I ˆπ k = N k/N, where N k is the number of class-k samples. I µˆ k = P g i=k x (i)/N k. I Σ =ˆ P K k=1 P g i=k (x (i) −µˆ k)(x(i) −µˆ k)T/(N −K). I Note that x(i) denotes the ith sample vector. Jia Li http ...

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