dm.cs.tu-dortmund.de/en/mlbits/class-bayes-multivariate/
Multivariate Gaussian Bayes Classification – Lecture Notes
{pdf}(\vec{x},\vec{\mu }_i,\Sigma _i) := \tfrac {1}{\sqrt{(2\pi )^d |\Sigma _i|}} \cdot e^{-\frac{1}{2} \smash {\big((\vec{x}-\vec{\mu }_i)^T\Sigma _i^{-1}(\vec{x}-\vec{\mu }_i) \big)}} \end{align*}\]
using [...] \(i\) :
\[\begin{align*} \mu _{i,j\hphantom{,k}} & = \tfrac {1}{|C_i|} \sum \nolimits _{\vec{x}\in C_i} x_j \\ \Sigma _{i,j,k} & = \tfrac {1}{|C_i|} \sum \nolimits _{\vec{x}\in C_i} (x_j - \mu _{i,j}) (x_k …
