Bayes' Theorem — Conditional Probability & Inference

Statistics & Probability Source: Bayes (1763) Cite
Primary: Thomas Bayes
Publication: An Essay towards solving a Problem in the Doctrine of Chances
Year: 1763
URL: Wikipedia

Conditional probability P(A|B), Bayes' formula for inverting evidence, law of total probability. Foundation for Bayesian inference.

graph TD D1["Def: Conditional prob\nP(A|B) = P(A∩B)/P(B)"] T1["Thm: Product rule\nP(A∩B) = P(A|B)P(B)"] T2["Thm: Law of total prob\nP(A) = Σⱼ P(A|Bⱼ)P(Bⱼ)"] T3["Thm: Bayes' formula\nP(H|E) = P(E|H)P(H)/P(E)"] T4["Thm: Bayes with partition\nposterior ∝ likelihood × prior"] D2["Def: Prior P(H)\nhypothesis probability"] D3["Def: Posterior P(H|E)\ngiven evidence"] D4["Def: Likelihood P(E|H)"] T5["Thm: Independence\n⇔ P(A|B)=P(A)"] D1 --> T1 D1 --> T2 T1 --> T3 T2 --> T3 T3 --> T4 D2 --> T4 D3 --> T4 D4 --> T4 D1 --> T5 classDef definition fill:#b197fc,color:#fff classDef theorem fill:#51cf66,color:#fff class D1,D2,D3,D4 definition class T1,T2,T3,T4,T5 theorem

Process Statistics

  • Nodes: 14
  • Edges: 13
  • Definitions: 4
  • Theorems: 5
Frontier: Bayesian nonparametrics, variational inference, PAC-Bayes bounds. math.ST