Goal We are given a dataset $\mathcal{D}$, which contains feature vectors $\mathbf{x}_k$ and class labels $\omega_k$. Denote $\mathcal{D}_i$ as the set of features of class $\omega_i$. We assume the following: That $p(\mathbf{x} \mid \omega_j) \sim \mathcal{N}(\boldsymbol{\mu}_j, \boldsymbol{\Sigma}_j)$. That is, given a class label, the distribution of features belonging to that class forms a Gaussian with mean $\boldsymbol{\mu}_j$ and covariance $\boldsymbol{\Sigma}_j$. The samples $\mathbf...
