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Given an equation, say Bayes' rule,

$P(X \mid O) \propto P(X)P(O \mid X)$

how do I label the different parts of the equation using curly braces?

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Ah braces, that what they're called. A Google search to "latex moustache" didn't lead me to \overbrace – Paul Nov 3 '14 at 21:30
@Paul: Your comment will help the next person. – Neil G Mar 4 '15 at 11:33
up vote 21 down vote accepted

I think you're after the \underbrace and \overbrace commands, which you could use as

$\underbrace{P(X \mid O)}_{p_1} \propto \overbrace{P(X)P(O \mid X)}^{p_2}$.

Which results in:

Under- and overbraces

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