I'm trying to figure out the role of computing the MLE for classification/prediction purposes with the Bayes Classifier.
Let's say I'm given a set of data assumed to be Gaussian. I can then compute the MLE for parameters µ and ∑ (multivariate Gaussian) for each class. Now, how can I use those parameters to predict what class new data might be?
Do I just compute the two parameters directly and see if it matches to that of the MLE parameters I've computed or do plug in the new data in the Gaussian using the MLE parameters and see what the probability is?