Linear dimensionality reduction methods, such as LDA, are often used in object recognition for feature extraction, but do not address the problem of how to use these features for recognition. In this paper, we propose Probabilistic LDA, a generative probability model with which we can both extract the features and combine them for recognition. The latent variables of PLDA represent both the class of the object and the view of the object within a class. By making examples of the same class share the class variable, we show how to train PLDA and use it for recognition on previously unseen classes. The usual LDA features are derived as a result of training PLDA, but in addition have a probability model attached to them, which automatically gives more weight to the more discriminative features. With PLDA, we can build a model of a previously unseen class from a single example, and can combine multiple examples for a better representation of the class. We show applications to classification, hypothesis testing, class inference, and clustering, on classes not observed during training.