Probabilistic Lda, Gmm, Generative Model, Getting Started.
hence we can use Gaussian Mixture Model (GMM). GMM is a weighted mixture of Gaussians with different means and covariances for each Gaussian where each mixture can represent each class. Probability distribution function (pdf) of GMM , is given as : Source:Plots by author. pdf of GMM with πₖ, μₖ, Φₖ