Wednesday, April 20, 2011

Great lecture on probability measures

This is a very nice and easy to follow lecture on probability measures for beginners. It starts with the definition of measures, sigma algebra, continues with explanations of integrals, and abstract probability space, and ends with stochastic processes such as a Dirichlet process or a Gaussian process.

Foundations of Nonparametric Bayesian Methods

Peter Orbanz

2 videos
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