Bayes rule in practice - Rhea

Bayes rule in practice
A slecture by Lu Wang

(partially based on Prof. Mireille Boutin's ECE 662 lecture)

1. Bayes rule for Gaussian data

Given data x ∈ R $d$ and N categories {w $i$ }, i=1,2,…,N, we decide which category the data corresponds to by computing the probability of the N events. We’ll pick the category with the largest probability. Mathematically, this can be interpreted as:

\max_{w_{i}} \rho \left(w_{i}|x\right)

According to Bayes rule:

\max_{w_{i}} \rho \left(w_{i}|x\right) = \max_{w_{i}} \rho \left(x|w_{i}\right)Prob(w_{i})

In our case, the data is distributed as Gaussian. So we have,

Bayes rule in practice - Rhea

1. Bayes rule for Gaussian data

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