ip, ist, josé bioucas, 2007 1 probability the mathematical language to quantify uncertainty ...
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1IP, IST, José Bioucas, 2007
Probability
The mathematical language to quantify uncertainty
Observation mechanism:
Priors:
Parameters
Role in inverse problems
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Overview of Probability
Definition; Properties
Independency; Conditional probability; Bayes theorem
Random variables; Cumulative distribution function
Examples of random variables
Bivariate distributions; Marginal distribution;Conditional distribution
Multivariate distributions; Marginal distribution;Conditional distributions
Expectation of a random variable; Variance; Covariance
Conditional expectation of a random variable; Variance; Covariance
Weak law of large numbers
Ref. Larry Wasserman, All of Statistics. A Concise Course in Statistical Inference, Springer, 2004
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Definition
Frequencist interpretation:
Number of occurenciesof A
Number of repetitions
Bayesain interpretation: Measures an observer’s strength of belief that A is true
In probability the interpretation does not matter
sample space
event
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Independency; Conditional probability
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Random variables
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Random variables
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Some discrete random variables
From Wikipedia
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Some discrete random variables
From Wikipedia
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Some continuous random variables
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Some continuous random variables
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Some continuous random variables
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Bivariate distributions
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Bivariate distributions
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Bivariate distributions
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Expectation
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Expectation
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Expectation
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Expectation
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Expectation
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Expectation
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Expectation
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Multivariate Normal
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Multivariate Normal
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Inequalities
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Laws of large numbers
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Central Limit Theorem