Introduction

Probability theory is a branch of mathematics that studies the likelihood of different outcomes of random events. It uses concepts such as sample space, events, probability measure, random variables, and probability distributions to describe and analyze phenomena that involve uncertainty or randomness. Probability theory has many applications in various fields, such as statistics, physics, biology, computer science, cryptography, and gambling.

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Contents

Random Variable and Probability Space
Probability Distributions
Variation and Standard Deviation
Statistical Models
Bayesian Statistics

Information Theory
Information Geometry
Machine Learning
Quantum Mechanics

References and Useful Resources

Acknowledgement

This part combines a broad of materials from ANU courses COMP4670, COMP2420 as well as 2024 AMSI Summer School subject Bayesian Inference And Computations.