IP, IST, José Bioucas, Probability The mathematical language to quantify uncertainty Observation mechanism: Priors: Parameters Role in inverse problems
IP, IST, José Bioucas, 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
IP, IST, José Bioucas, Definition Frequencist interpretation: Number of occurencies of 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
IP, IST, José Bioucas, Independency; Conditional probability
IP, IST, José Bioucas, Random variables
IP, IST, José Bioucas, Random variables
IP, IST, José Bioucas, Some discrete random variables From Wikipedia
IP, IST, José Bioucas, Some discrete random variables From Wikipedia
IP, IST, José Bioucas, Some continuous random variables
IP, IST, José Bioucas, Some continuous random variables
IP, IST, José Bioucas, Some continuous random variables
IP, IST, José Bioucas, Bivariate distributions
IP, IST, José Bioucas, Bivariate distributions
IP, IST, José Bioucas, Bivariate distributions
IP, IST, José Bioucas, Expectation
IP, IST, José Bioucas, Expectation
IP, IST, José Bioucas, Expectation
IP, IST, José Bioucas, Expectation
IP, IST, José Bioucas, Expectation
IP, IST, José Bioucas, Expectation
IP, IST, José Bioucas, Expectation
IP, IST, José Bioucas, Multivariate Normal
IP, IST, José Bioucas, Multivariate Normal
IP, IST, José Bioucas, Inequalities
IP, IST, José Bioucas, Laws of large numbers
IP, IST, José Bioucas, Central Limit Theorem