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A mixture distribution is one that is written as a convex combination of other distributions. Use the "compound-distributions" tag for "concatenations" of distributions (where a parameter of a distribution is itself a random variable).

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Understanding conditional probability formulas in the context of class-conditionals in gener...

I am trying to understand the theory behind probabilistic generative models a bit better. If I model the class-conditionals as Gaussians, the formula is this: $$ \frac{1}{2\pi^{\frac{D}{2}}|\Sigma| …
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