Probability Theory and Density Estimation

Overview

You will learn the basics of Probability Theory and Density Estimation

Goals

• Learn about probability

• Learn about kernel density estimation and statistics

Lecture Materials

• Slides

• Probability Theory

• Important Probability Distributions

• Estimating Probability Density from Data

Homework Assignment

• Homework 02: Probability Theory and Density Estimation

Supplemental Readings

• Positive Definite Matrix definition

• AstroML: Machine Learning and Data Mining for Astronomy

• Freedman-Diaconis Rule for choice of binning

• Kernel Density Estimation

• Algorithms for calculating variance

• Probability Mass Function