Probability Theory and Density Estimation#

Overview#

You will learn the basics of Probability Theory and Density Estimation. Probability theory is a branch of mathematics that studies randomness and uncertainty. It’s a mathematical framework that uses probability to analyze chance events. Density estimation is the process of constructing an approximation of an underlying probability density function (PDF) based on a set of observed data points, essentially trying to make an “educated guess” of the distribution of a variable by analyzing a sample drawn from it; this allows you to understand how likely different values are within that variable’s range, even if the exact distribution is unknown.

Goals#

  • Learn about probability

  • Learn about kernel density estimation and statistics

Lecture Materials#

Homework Assignment#

Supplemental Readings#