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_C. Ates_
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[[_TOC_]]
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In the lecture, we will use probability-based learning in various types of problems. here you can find the summaries of key terminologies and the concepts, with additional references.
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## Statistical Inference
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### Basics
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Lets imagine that you are collecting data via your observations. In order to talk about probabilities, we inherently assume that there is a space, a sample space which engulfs every single possible outcomes. For coin flipping, the practical possibilities are either head, or tail. So sample space has 2 elements. Any subset of the sample space is called event.
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With these basic definitions, we can construct the concept of probability, that is the probability of an event to occur: $`p(E) `$. If the whole sample space probability is scaled to 1 ($`p(S)=1`$), then any event has the natural probability limits ranging $`0<=p(E)<=1`$. With this notation, we can describe the probabilities of the different sub-sample spaces. For instance, for a regular dice, the probability to observe either 2 or 3 is $`p(E={2,3})=1/3`$. Here, we naturally perform the following operation:
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```math
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p(E={2,3})= p({2})+ p({3}) - p({2,3}) = p({2})+ p({3})
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```
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as the events are mutually exclusive.
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In this lecture, we will be using conditional probabilities a lot in probability-based learning. We will be interested in what is the probability of observing j, given that i occured. This is different that the probability of observing both i and j:
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```math
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p(E_j|E_i)= p(E_j)p(E_i)/ p(E_i)
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```
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where | denotes the conditional statement. Herein, the dependecy of the events is important to us. We want to know whether a set of observations $`E_1`$ is correlated with a second set of observations $`E_2`$. As a matter of fact, we are intersted in finding such patterns in the data.
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Two events are said to be independent if:
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```math
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p(E_1E_2)= p(E_1)p(E_2)
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```
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or we can say:
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```math
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p(E_1E_2)= p(E_1)p(E_2)
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```
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p(E_2|E_1)= p(E_2); p(E_1|E_2)= p(E_1)
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```
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### Bayesian statistics
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...
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### What is likelihood?
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... |