An Introduction to Probabilistic Generative Models

Preliminaries Probability Bayesian Formular Calculus Probabilistic Generative Models1 The generative model used for making decisions contains an inference step and a decision step:
Inference step is to calculate (Pr(mathcal{C}_k|mathbf{x})) which means the probability of (mathbf{x}) belonging to the class (mathcal{C}_k) given (mathbf{x}) Decision step is to make a decision based on (Pr(mathcal{C}_k|mathbf{x})) which was calculated in step 1 In this post, we just give an introduction and a framework for the probabilistic generative model in classification.