"linear-Gaussian" vs. "linear Gaussian": Although a quick search on the web reveals that the term "linear Gaussian" (without hyphenation) may be more popular, it seems that the term "linear-Gaussian" is used consistently in PRML.
"expectation maximization" vs. "expectation-maximization": The term "expectation maximization" (without hyphenation) is better.
"positive definite" vs. "positive-definite": We say "A is positive definite" but "A is a positive-definite matrix" (we should use hyphenation only before a noun in this case).
"N-dimensional" vs. "N dimensional": We always use hyphenation if an adjective is formed with an ordinal.