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Book Notes: Probability and Information Theory

## Probability and Information Theory

Probability theory is a mathematical framework for representing uncertain statements. It provides a means of quantifying uncertainty as well as axioms (公理) for deriving new uncertain statements. In artificial intelligence applications, we use probability theory in two major ways:

  • The laws of probability tell us how AI systems should reason, so we design our algorithms to compute or approximate various expressions derived using probability theory;
  • We can use probability and statistics to theoretically analyze the behavior of proposed AI systems.

While probability theory allows us to make uncertain statements and to reason in the presence of uncertainty, information theory enables us to quantify the amount of uncertainty in a probability distribution.