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I'm pretty new to LDA and I came across other terminology called Gaussian discriminant analysis elsewhere.

Since LDA assumes the normality or normal distribution of the data which is same as Gaussian distribution. Are they both referring to the same algorithm?

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    $\begingroup$ Probably "Gaussian DA" = Linear DA + Quadratic DA, I guess. $\endgroup$
    – ttnphns
    Commented May 30, 2016 at 8:11
  • $\begingroup$ @ttnphns thx, but QDA doesn't assume Gaussian distribution right? $\endgroup$
    – yome
    Commented May 30, 2016 at 8:32
  • $\begingroup$ QDA doesn't assume equal variance-covariance matrices for classes. $\endgroup$
    – ttnphns
    Commented May 30, 2016 at 8:37
  • $\begingroup$ @ttnphns cs229.stanford.edu/notes/cs229-notes2.pdf does Gaussian discriminant analysis in this notes referring to linear discriminant analysis? $\endgroup$
    – yome
    Commented May 30, 2016 at 8:45
  • $\begingroup$ I believe in this paper they discuss just LDA. $\endgroup$
    – ttnphns
    Commented May 30, 2016 at 8:53

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