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AssumetheoutputdistributionforeachtargetisGaussianwithacommoncovariancematrixiepzjCkNzkwehavepCkjzexpf Tk1 z 1 2Tk1klnPCk g Pk0expf Tk01 z 1 2Tk01k0lnPCk0 gAcc

AssumetheoutputdistributionforeachtargetisGaussianwithacommoncovariancematrix i.e. p(zjCk)=N(z;k;) wehavep(Ckjz)=expf Tk1 z 1 2Tk1k+lnP(Ck) g Pk0expf Tk01 z 1 2Tk01k0+lnP(Ck0) gAcc

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