Probabilistic Lda, Gmm, Generative Model, Getting Started.
from a single example of the class also. For an example x, we compute posterior probability of y given x denoted as p(y|x) which will again be a Gaussian. The estimate of y is obtained by maximising p(y|x) with respect to y. It is nothing but the mean of Gaussian p(y|x). It can be written as