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LDA and Fisher LDA - are their weight vectors always equivalent?
Linear Discriminant Analysis (LDA) and Fisher Linear Discriminant Analysis (FLDA) both project high-dimensional observations to univariate classification scores using different rationals and ...
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Finding the error probability of an optimal bayes classifier analytically
I have two classes $\omega_1,\omega_2$ with equal prior probability $P(\omega_1)=P(\omega_2)=0.5$.
And the points in 2D are distributed $\mathcal{N}(\mu_i,\Sigma), \mu_1=(0,0)^T, \mu_1=(4,4)^T, \Sigma=...